Image de couverture de livre

Testing by Betting while Borrowing and Bargaining

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Wang, Hongjian, Pérez-Ortiz, Muriel F., Koolen, Wouter M., Ramdas, Aaditya
Format:	Preprint
Publié:	2024
Sujets:	Statistics Theory Probability Mathematical Finance Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Almost sure null bankruptcy of testing-by-betting strategies
par: Wang, Hongjian, et autres
Publié: (2026)

The extended Ville's inequality for nonintegrable nonnegative supermartingales
par: Wang, Hongjian, et autres
Publié: (2023)

Nonparametric Two-Sample Testing by Betting
par: Shekhar, Shubhanshu, et autres
Publié: (2021)

Closed-form empirical Bernstein confidence sequences for scalars and matrices
par: Chugg, Ben, et autres
Publié: (2025)

Multiple testing under negative dependence
par: Chi, Ziyu, et autres
Publié: (2022)

M-estimation with e-statistics
par: Wang, Hongjian, et autres
Publié: (2026)

On the existence of powerful p-values and e-values for composite hypotheses
par: Zhang, Zhenyuan, et autres
Publié: (2023)

E-values and sequential power-one tests for monotonicity and unimodality
par: Wang, Hongjian, et autres
Publié: (2026)

Time-Uniform Self-Normalized Concentration for Vector-Valued Processes
par: Whitehouse, Justin, et autres
Publié: (2023)

Combining Evidence Across Filtrations
par: Choe, Yo Joong, et autres
Publié: (2024)

Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
par: Wang, Hongjian, et autres
Publié: (2023)

Mean Estimation in Banach Spaces Under Infinite Variance and Martingale Dependence
par: Whitehouse, Justin, et autres
Publié: (2024)

Rao-Blackwellized e-variables
par: de Roos, Dante, et autres
Publié: (2025)

Positive Semidefinite Matrix Supermartingales
par: Wang, Hongjian, et autres
Publié: (2024)

When Frictions are Fractional: Rough Noise in High-Frequency Data
par: Chong, Carsten H., et autres
Publié: (2021)

Short-time expansion of characteristic functions in a rough volatility setting with applications
par: Chong, Carsten H., et autres
Publié: (2022)

Anytime-valid FDR control with the stopped e-BH procedure
par: Wang, Hongjian, et autres
Publié: (2025)

A Generalisation of Ville's Inequality to Monotonic Lower Bounds and Thresholds
par: Koolen, Wouter M., et autres
Publié: (2025)

Sharp Matrix Empirical Bernstein Inequalities
par: Wang, Hongjian, et autres
Publié: (2024)

Catoni-style confidence sequences for heavy-tailed mean estimation
par: Wang, Hongjian, et autres
Publié: (2022)

Time-Uniform Confidence Spheres for Means of Random Vectors
par: Chugg, Ben, et autres
Publié: (2023)

A Martingale Kernel Two-Sample Test
par: Chatterjee, Anirban, et autres
Publié: (2025)

Gordon Growth Model with Vector Autoregressive Process
par: Gankhuu, Battulga
Publié: (2024)

Central limit theorem for a partially observed interacting system of Hawkes processes I: subcritical case
par: Liu, Chenguang, et autres
Publié: (2026)

Fitting an Equation to Data Impartially
par: Tofallis, Chris
Publié: (2024)

Hypothesis testing with e-values
par: Ramdas, Aaditya, et autres
Publié: (2024)

Multi-period static hedging of European options
par: Banerjee, Purba, et autres
Publié: (2023)

Graph fission and cross-validation
par: Leiner, James, et autres
Publié: (2024)

Optimal nonparametric estimation of the expected shortfall risk
par: Bartl, Daniel, et autres
Publié: (2024)

Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
par: Jang, Jiwook, et autres
Publié: (2025)

Generalized Orlicz premia
par: Aygün, Mücahit, et autres
Publié: (2025)

Tighter Confidence Intervals under Without Replacement Sampling via Empirical Rate Functions
par: Shekhar, Shubhanshu, et autres
Publié: (2026)

Tiny but uniform improvements of adaptive BH procedures via compound e-values
par: Ignatiadis, Nikolaos, et autres
Publié: (2026)

Post-selection inference for e-value based confidence intervals
par: Xu, Ziyu, et autres
Publié: (2022)

A Permutation-free Kernel Two-Sample Test
par: Shekhar, Shubhanshu, et autres
Publié: (2022)

E-values as statistical evidence: A comparison to Bayes factors, likelihoods, and p-values
par: Chugg, Ben, et autres
Publié: (2026)

The numeraire e-variable and reverse information projection
par: Larsson, Martin, et autres
Publié: (2024)

Information geometry of Lévy processes and financial models
par: Choi, Jaehyung
Publié: (2025)

Bringing closure to FDR control: beating the e-Benjamini-Hochberg procedure
par: Xu, Ziyu, et autres
Publié: (2025)

Improving online FDR procedures via online analogs of e-closure and compound e-values
par: Xu, Ziyu, et autres
Publié: (2026)