In Part I of this series, we covered some of the prerequisites for understanding the new paper Universal Inference by Wasserman et al. In particular, we reviewed the classical likelihood ratio test and worked some specific examples. In this post, we’ll look at the split likelihood ratio test which is the key idea behind universal… Read More Universal Inference: Review II
There’s an important new paper out by Larry Wasserman et al. that describes a very general technique, called Universal Inference, for constructing statistical hypothesis tests and confidence intervals. In the traditional theory of statistics, such as would be taught in an undergraduate mathematical statistics course, a standard way hypothesis tests are constructed and analyzed is… Read More Universal Inference: Review Part I
I’m working through Wasserman’s All of Nonparametric Statistics, a wonderful and concise tour of nonparametric techniques. What is nonparametric statistics? It is a collection of estimation techniques that make as few assumptions as possible about the distribution from which your data came. Let’s work through an example in R that’s mentioned in Chapter 3 of… Read More A Jackknife Example