Universität Bonn

Department of Economics

Fabian Telschow - HU Berlin

„CoPE sets: A versatile tool for simultaneous inference“


The concept of Confidence Probability Excursion (CoPE) sets has been recently introduced in [1]. It shows how asymptotic confidence regions for the excursion set above a threshold c ∈ R of a function μ based on a weakly convergent C(S)-valued estimators ˆμ can be constructed. Due to a constraint that μ must be non-flat at the level c it has been an open question whether CoPE sets can be used for classical statistical hypothesis testing.

In this talk I will generalize the notion of CoPE sets and present a general theory showing that simultaneous confidence bands, classical CoPE sets, classical asymptotically FWER controlling tests, as well as recently introduced relevant and bio-equivalence tests for C([0,1])-valued data, see [2][3], can all be interpreted within the novel CoPE set framework. Additionally, this general setting allows to reduce and clarify the underlying assumptions in [2] and [3] and allows to generalize their results.

Additional information:

  • Speaker: Fabian Telschow
  • Time: Wednesday, 29.06.2022, 14:30 - 15:30
  • Location: Faculty Lounge, Room 0.036
  • Further links:
  • Organizer: Statistics Group
  • Contact:

Wird geladen