2 papers
stat.ME2026
Betting on Bets: Anytime-Valid Tests for Stochastic Dominance
Sebastian Arnold, Yo Joong Choe, Marco Scarsini +1
How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests…
stat.ME2026
Sequential model confidence sets
Sebastian Arnold, Georgios Gavrilopoulos, Benedikt Schulz +1
In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (201…