On the existence of powerful p-values and e-values for composite hypotheses

DOI10.1214/24-AOS2434MaRDI QIDQ6656618zbMATH OpenFDO

Authors Zhenyuan Zhang, Aaditya Ramdas, Ruodu Wang

Publication date 3 January 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/24-AOS2434

zbMATH Keywords

composite hypothesis testingconvex ordere-valuesnonnegative martingalep-valuessimultaneous optimal transport

Mathematics Subject Classification ID

Optimal transportation (49Q22) Martingales with discrete parameter (60G42) Theory of statistical experiments (62B15) Nonparametric hypothesis testing (62G10)

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Cited in

(1)

• The numeraire e-variable and reverse information projection

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