Sequential testing for elicitable functionals via supermartingales
Work
Year: 2024
Type: article
Abstract: We design sequential tests for a large class of nonparametric null hypotheses based on elicitable and identifiable functionals. Such functionals are defined in terms of scoring functions and identific... more
Source: Bernoulli
Institutions ETH Zurich, Carnegie Mellon University, University of Bern
Cites: 26
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze