Anytime-valid t -tests and confidence sequences for Gaussian means with unknown variance
From MaRDI portal
Publication:6995571
Cites work
- A Note on the Sequential t-Test
- Always Valid Inference: Continuous Monitoring of A/B Tests
- Applied nonparametric statistical methods.
- Buy low, sell high
- Catoni-style confidence sequences for heavy-tailed mean estimation
- CONFIDENCE SEQUENCES FOR MEAN, VARIANCE, AND MEDIAN
- Dealing with unknown variances in best-arm identification
- E-statistics, group invariance and anytime-valid testing
- E-values: calibration, combination and applications
- Estimating means of bounded random variables by betting
- Explore first, exploit next: the true shape of regret in bandit problems
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3716572 (Why is no real title available?)
- scientific article; zbMATH DE number 3034029 (Why is no real title available?)
- scientific article; zbMATH DE number 3045589 (Why is no real title available?)
- scientific article; zbMATH DE number 3090574 (Why is no real title available?)
- Invariance, Optimality, and a 1-Observation Confidence Interval for a Normal Mean
- ON A SEQUENTIAL t-TEST
- On confidence sequences
- On Some Properties of Sequential t‐Test
- On the complexity of best-arm identification in multi-armed bandit models
- On the validity of Wald's equation
- Randomized and exchangeable improvements of Markov's, Chebyshev's and Chernoff's inequalities
- Sequential estimation of quantiles with applications to A/B testing and best-arm identification
- Sequential Tests of Statistical Hypotheses
- SOME NONPARAMETRIC SEQUENTIAL TESTS WITH POWER ONE
- Statistical Methods Related to the Law of the Iterated Logarithm
- Test martingales, Bayes factors and \(p\)-values
- Testing exchangeability: fork-convexity, supermartingales and e-processes
- The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
- THE PROBABLE ERROR OF A MEAN
- Time-uniform central limit theory and asymptotic confidence sequences
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Time-uniform, nonparametric, nonasymptotic confidence sequences
- Two stage estimation with one observation on the first stage
- Universal inference
Cited in
(2)
This page was built for publication: Anytime-valid t -tests and confidence sequences for Gaussian means with unknown variance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6995571)
