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May 2021 Comment: Settle the Unsettling: An Inferential Models Perspective
Chuanhai Liu, Ryan Martin
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Statist. Sci. 36(2): 196-200 (May 2021). DOI: 10.1214/21-STS765B

Abstract

Here, we demonstrate that the inferential model (IM) framework, unlike the updating rules that Gong and Meng show to be unreliable, provides valid and efficient inferences/prediction while not being susceptible to sure loss. In this sense, the IM framework settles what Gong and Meng characterized as “unsettling.”

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Chuanhai Liu. Ryan Martin. "Comment: Settle the Unsettling: An Inferential Models Perspective." Statist. Sci. 36 (2) 196 - 200, May 2021. https://doi.org/10.1214/21-STS765B

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Published: May 2021
First available in Project Euclid: 19 April 2021

Digital Object Identifier: 10.1214/21-STS765B

Rights: Copyright © 2021 Institute of Mathematical Statistics

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Vol.36 • No. 2 • May 2021
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