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Universal inference
We propose a general method for constructing confidence sets and hypothesis tests that have finite-sample guarantees without regularity conditions. We refer to such procedures as “universal.” The method is very simple and is based on a modified version of the usual likelihood-ratio statistic that we...
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| Publicat a: | Proc Natl Acad Sci U S A |
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| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
National Academy of Sciences
2020
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7382245/ https://ncbi.nlm.nih.gov/pubmed/32631986 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1922664117 |
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