Median regularity and honest inference

• 成果类型: Article
• 署名作者: Kuchibhotla, Arun Kumar; Balakrishnan, Sivaraman; Wasserman, Larry
• 署名单位: Carnegie Mellon University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asad002
• 发表日期: 2023
• 页码: 831838
• 关键词: confidence sets; nonexistence

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.