UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION (Q2802733)

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UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION
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    UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION (English)
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    27 April 2016
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    adjusted \(R^{2}\)-statistic
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    AIC
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    `best subset'
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    regression
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    BIC
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    Mallows' criterion
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    \(t\)-tests
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