Two sources of poor coverage of confidence intervals after model selection

DOI10.1016/j.spl.2018.05.001zbMath1392.62080arXiv1711.01739OpenAlexW2767261923WikidataQ129814996 ScholiaQ129814996MaRDI QIDQ1644205

Rheanna Mainzer, Paul V. Kabaila

Publication date: 21 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01739

zbMATH Keywords

model selectionconfidence intervalcoverage probability

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Related Items (1)

THE EFFECT OF A PRELIMINARY HAUSMAN TEST ON CONFIDENCE INTERVALS

Cites Work

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• The performance of model averaged tail area confidence intervals
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• Estimation and Accuracy After Model Selection
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION

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