
Chapter 10
Simultaneous Inference on Multiple
Assertions
10.1 Introduction
Previous chapters have focused on the construction of IMs for prior-free probabilistic
inference on a relatively low-dimensional parameter. IMs can handle arbitrary dimen-
sions, so our choice to emphasize the relatively simple problems is just for the sake of
understanding. However, one naturally should ask how to apply the IM machinery to
challenging high-dimensional problems. We will not address the “high-dimensional”
problem here, but we want to present some first ideas in this direction.
In making a transition to more challenging problems, an issue to be considered
is model ...