Median regularity and honest inference
本文提出估计量的中位数正则性新概念,证明一个泛函存在中位数正则估计量是进行一致有效诚实推断的充要条件,为统计推断提供了新的理论基础。
Summary 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.