E-statistics, group invariance and anytime-valid testing

We study worst-case-growth-rate-optimal (GROW) e-statistics for hypothesis testing between two group models. It is known that under a mild condition on the action of the underlying group G on the data, there exists a maximally invariant statistic. We show that among all e -statistics, invariant or n...

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Veröffentlicht in:	The Annals of statistics 2024-08, Vol.52 (4), p.1410
Hauptverfasser:	Pérez-Ortiz, Muriel Felipe, Lardy, Tyron, de Heide, Rianne, Grünwald, Peter D.
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayesian analysis Hypothesis testing Invariants Likelihood ratio Regression analysis Statistical analysis
Online-Zugang:	Volltext
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