Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters

Autor: Alexandre G. Patriota, David R. Bickel

Publikováno v: Bernoulli 25, no. 1 (2019), 47-74
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP

Frequentist methods, without the coherence guarantees of fully Bayesian methods, are known to yield self-contradictory inferences in certain settings. The framework introduced in this paper provides a simple adjustment to $p$ values and confidence se

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https://projecteuclid.org/euclid.bj/1544605238