Hypothesis testing

Dynamic testing of volatility models’ calibration using E-values

We propose a novel framework for dynamic model choice in financial volatility forecasting using e-values. E-values provide a valid, yet flexible statistical framework for sequential testing, making them particularly suitable for testing model …

On the finite-sample and asymptotic error control of a randomization-probability test for response-adaptive clinical trials

It is now commonly known that using optimal response-adaptive designs for data collection offers great potential in terms of optimizing expected outcomes, but poses multiple challenges for inferential goals. In many settings, such as phase-II or …