Exact model averaged tail area confidence intervals

DOI10.1007/978-981-15-1960-4_18MaRDI QIDQ3305512zbMATH OpenOpenAlexFDO

Authors Rheanna Mainzer, Paul Kabaila

Publication date 7 August 2020

Published in Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-981-15-1960-4_18

zbMATH Keywords

coverage probabilityexpected lengthoptimized weighttail area confidence intervals

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Nonparametric tolerance and confidence regions (62G15) Statistical aspects of big data and data science (62R07)

Recommendations

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Cites work

• Confidence intervals in regression utilizing prior information
• Model Selection: An Integral Part of Inference
• Model-averaged confidence intervals
• Model-averaged Wald confidence intervals
• On the minimum coverage probability of model averaged tail area confidence intervals
• Regression analysis by example
• The performance of model averaged tail area confidence intervals

Cited in

(8)

• Model-averaged Wald confidence intervals
• Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals
• Transformation-based model averaged tail area inference
• Finite sample properties of confidence intervals centered on a model averaged estimator
• Model-averaged confidence intervals
• The performance of model averaged tail area confidence intervals
• Model-averaged profile likelihood intervals
• On the minimum coverage probability of model averaged tail area confidence intervals

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