Statistical Methods Related to the Law of the Iterated Logarithm
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(92)- Theory and applications of multivariate self-normalized processes
- On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process
- A note on confidence sequences in multiparameter exponential families
- Herbert Robbins and sequential analysis
- Empirical likelihood ratio tests with power one
- Real-time monitoring test for realized volatility
- Monitoring the intraday volatility pattern
- Time-uniform, nonparametric, nonasymptotic confidence sequences
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry
- Testing exchangeability: fork-convexity, supermartingales and e-processes
- Matrices -- compensating the loss of anschauung
- Time-uniform Chernoff bounds via nonnegative supermartingales
- On the expected runtime of multiple testing algorithms with bounded error
- A simple method for implementing Monte Carlo tests
- Interactive martingale tests for the global null
- Sequential change point detection in linear quantile regression models
- A nonparametric sequential test with power 1 for the ruin probability in some risk models
- Strongly Consistent Detection for Nonparametric Hypotheses
- Quality control for structural credit risk models
- CUSUM methods for monitoring structural changes in structural equations
- U-Statistics in Sequential Tests and Change Detection
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- An extension of a change-point problem
- How Often Likelihood Ratios are Misleading in Sequential Trials
- Sequential Testing to Guarantee the Necessary Sample Size in Clinical Trials
- Subset Selection Procedures: Review and Assessment
- Inequalities compared
- An asymptotic sequential test based on confidence sequences
- Sequential selectiok procedures based on confidence sequences for normal populations
- Fluctuations of posterior distributions of quadratically differentiable experiments
- On the rates of convergence in limit theorems for one-sided stopping rules
- Fixed width sequential confidence interval for the median of a distribution
- Fixed-width confidence sequences for the normal mean and the binomial probability
- A simple comparision of mixture vs. nonanticipating estimation
- Local sequential testing procedures in a normal mixture model
- Sequential Change-Point Detection and Estimation
- Laws of the iterated logarithm for sample moments and applications
- Persistent experimenters, stopping rules, and statistical inference
- scientific article; zbMATH DE number 7626761 (Why is no real title available?)
- Universal inference
- Always Valid Inference: Continuous Monitoring of A/B Tests
- Probabilistic bisection converges almost as quickly as stochastic approximation
- Asymptotic optimality of double sequential mixture likelihood ratio test
- Sequential slippage tests using Robbins-Lai's invariant confidence sequences
- Stochastic boundary crossing probabilities for the Brownian motion
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
- Confidence sequences with composite likelihoods
- Likelihood, Replicability and Robbins' Confidence Sequences
- Encounters with Martingales in Statistics and Stochastic Optimization
- Game-theoretic statistics and safe anytime-valid inference
- A composite generalization of Ville's martingale theorem using e-processes
- Evidential Calibration of Confidence Intervals
- Post-selection inference for e-value based confidence intervals
- E-statistics, group invariance and anytime-valid testing
- Randomized and exchangeable improvements of Markov's, Chebyshev's and Chernoff's inequalities
- A new and flexible class of sharp asymptotic time-uniform confidence sequences
- A generalisation of Ville's inequality to monotonic lower bounds and thresholds
- The extended Ville's inequality for nonintegrable nonnegative supermartingales
- Isotonic subgroup selection
- Authors' reply to the discussion of `safe testing'
- Zihao Wen and David L. Dowe's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Maozai Tian, Keming Yu and Jiangfeng Wang's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Andrej Srakar's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Judith ter Schure's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Christian P. Robert and Joshua Bon's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Stefano Rizzelli's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Luigi Pace and Alessandra Salvan's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Joris Mulder's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Alexander Ly's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Sander Greenland's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Neil Dey, Ryan Martin, and Jonathan P. Williams' contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Christine P. Chai's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Marco Cattaneo's contribution to the discussion of ``Safe testing by Grünwald, de Heide, and Koolen
- Joshua bon and christian P. Robert's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Vladimir Vovk's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Wenkai Xu's contribution to the discussion of `safe testing' by Grünwald, de Heide and Koolen
- Christian Hennig's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Glenn Shafer's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Thorsten Dickhaus's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Martin larsson, aaditya ramdas, and johannes Ruf's contribution to the discussion of `safe testing' by Grünwald, de heide, and koolen
- David R. Bickel's contribution to the discussion of `safe testing' by Grünwald, de Heide, and Koolen
- Seconder of the vote of thanks to Grünwald, de Heide, and Koolen and contribution to the discussion of `safe testing'
- Proposer of the vote of thanks to Grünwald, de Heide, and Koolen and contribution to the discussion of `safe testing'
- Safe testing
- The numeraire e-variable and reverse information projection
- Anytime-valid t -tests and confidence sequences for Gaussian means with unknown variance
- Time-uniform central limit theory and asymptotic confidence sequences
- Confidence sequences with informative, bounded-influence priors
- Asymptotics of the maximum likelihood estimator of the location parameter of Pearson Type VII distribution
- On confidence sequences for the mean vector of a multivariate normal distribution
- A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance
- Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping
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