Statistics With Balls and Envelopes

Larry Wasserman (CMU Statistics)

(Joint work with Chris Genovese.)

Abstract

I will discuss recent advances in two areas of statistics. The first is the multiple testing problem where one might test thousands or millions of hypotheses while trying to control error rates. The second is the problem of constructing valid confidence sets for nonparametric curve fitting. The reason for the title will become clear during the talk.

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