ON THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION (Q5438589)

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scientific article; zbMATH DE number 5229745
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ON THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
scientific article; zbMATH DE number 5229745

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    ON THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION (English)
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    24 January 2008
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    backward elimination BIC
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    forward selection
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    Mallows criterion
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