Median regularity and honest inference

被引：1

作者：

Kuchibhotla, Arun Kumar ^{[1
]}

Balakrishnan, Sivaraman ^{[1
]}

Wasserman, Larry ^{[1
]}

机构：

[1] Carnegie Mellon Univ, Dept Stat & Data Sci, 5000 Forbes Ave, Pittsburgh, PA 15213 USA

来源：

BIOMETRIKA | 2023年 / 110卷 / 03期

关键词：

Honest inference; Median bias; Pointwise validity; Regular estimation; CONFIDENCE SETS; NONEXISTENCE;

D O I：

10.1093/biomet/asad002

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We introduce a new notion of regularity of an estimator called median regularity. We prove that uniformly valid honest inference for a functional is possible if and only if there exists a median regular estimator of that functional. To the best of our knowledge, such a notion of regularity that is necessary for uniformly valid inference is unavailable in the literature.

引用

页码：831 / 838

页数：8

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