2021/11/29 by Niels Lundtorp Olsen, Olsen, Niels Lundtorp
Decision Sciences · Mathematics · #Optimal Experimental Design Methods #Statistical Methods in Clinical Trials
paper · pdf · doi:10.48550/arxiv.2111.14966
Confidence intervals are central to statistical inference as a tool to evaluate the type I error risk at a given significance level. We devise a method to construct confidence intervals using a single run of a permutation test. This methodology is extended to a multivariate setting, where we are able to handle multiple testing under arbitrary dependence. We demonstrate the method on a weather data set and in a simulation example.