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stat.ME2026
Efficient computation of mixture confidence sequences in generalized linear models
Claudia Di Caterina, Luigi Pace, Alessandra Salvan +1
Classical confidence intervals, when repeatedly obtained on accumulating data at different sample sizes, produce contradictory inferences with high probability. We propose a simple…
stat.ME2026
Focused median bias reduction
Davide Benussi, Ioannis Kosmidis, Alessandra Salvan +1
Median bias reduction of maximum likelihood estimators can substantially improve estimation and inference. Existing generally applicable methods are, however, implicit, requiring t…