E-values: calibration, combination and applications

DOI10.1214/20-AOS2020zbMath1475.62087arXiv1912.06116MaRDI QIDQ820827

Ruodu Wang, Vladimir Vovk

Publication date: 28 September 2021

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

Full work available at URL: https://arxiv.org/abs/1912.06116

zbMATH Keywords

hypothesis testingBayes factormultiple hypothesis testingadmissible decisionsglobal nulltest martingale

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Admissibility in statistical decision theory (62C15) Complete class results in statistical decision theory (62C07)

Related Items (21)

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