Post-selection inference for e-value based confidence intervals
From MaRDI portal
Cites work
- An optimal multiple decision rule for signs of parameters
- Bias-reduced estimators and confidence intervals for odds ratios in genome-wide association studies
- Calibration of values for testing precise null hypotheses
- Catoni-style confidence sequences for heavy-tailed mean estimation
- E-values: calibration, combination and applications
- False discovery rate control with e-values
- False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
- Game-theoretic foundations for probability and finance
- scientific article; zbMATH DE number 472940 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 942202 (Why is no real title available?)
- Multiple classification rules for signs of parameters
- Multiple testing for exploratory research
- Multiple Three-Decision Rules for Parametric Signs
- Post-selection inference for e-value based confidence intervals
- Probability Inequalities for Sums of Bounded Random Variables
- Selection Adjusted Confidence Intervals With More Power to Determine the Sign
- Statistical Methods Related to the Law of the Iterated Logarithm
- Test martingales, Bayes factors and \(p\)-values
- The control of the false discovery rate in multiple testing under dependency.
- Tight concentrations and confidence sequences from the regret of universal portfolio
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Time-uniform, nonparametric, nonasymptotic confidence sequences
- Two simple sufficient conditions for FDR control
- Universal inference
Cited in
(2)
This page was built for publication: Post-selection inference for e-value based confidence intervals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6597249)
