The coverage properties of confidence regions after model selection
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Publication:6573845
Cites work
- Q3139513 scientific article; zbMATH DE number 434678 (Why is no real title available?)
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- Q5790334 scientific article; zbMATH DE number 3050102 (Why is no real title available?)
- Assessment of a Preliminary F-Test Solution to the Behrens–Fisher Problem Assessment of a Preliminary F-Test Solution to the Behrens–Fisher Problem
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- Conditional interval estimation of the exponential location parameter following rejection of a pre-test Conditional interval estimation of the exponential location parameter following rejection of a pre-test
- Conditional interval estimation of the mean following rejection of a two sided test Conditional interval estimation of the mean following rejection of a two sided test
- Conditional predictive inference post model selection Conditional predictive inference post model selection
- Confidence intervals for the normal mean utilizing prior information Confidence intervals for the normal mean utilizing prior information
- Confidence intervals in regression utilizing prior information Confidence intervals in regression utilizing prior information
- Confidence intervals utilizing prior information in the Behrens-Fisher problem Confidence intervals utilizing prior information in the Behrens-Fisher problem
- Controlling risks under different loss functions: The compromise decision problem Controlling risks under different loss functions: The compromise decision problem
- Employing vague prior information in the construction of confidence sets Employing vague prior information in the construction of confidence sets
- Improved Confidence Intervals for the Variance of a Normal Distribution Improved Confidence Intervals for the Variance of a Normal Distribution
- Improved invariant confidence intervals for a normal variance Improved invariant confidence intervals for a normal variance
- Interval estimation of error variance following a preliminary test in one–way random model Interval estimation of error variance following a preliminary test in one–way random model
- Interval estimation of scale parameters following a pre-test for two exponential distributions Interval estimation of scale parameters following a pre-test for two exponential distributions
- Interval estimation via tail functions Interval estimation via tail functions
- Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information
- Length of Confidence Intervals Length of Confidence Intervals
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Model evaluation based on the sampling distribution of estimated absolute prediction error Model evaluation based on the sampling distribution of estimated absolute prediction error
- Numerical Specification of Discrete Least Favorable Prior Distributions Numerical Specification of Discrete Least Favorable Prior Distributions
- ON THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION ON THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
- On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
- Parametric robustness: Small biases can be worthwhile Parametric robustness: Small biases can be worthwhile
- The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error The Little Bootstrap and Other Methods for Dimensionality Selection in Regression: X-Fixed Prediction Error
- The Relative Efficiency of Prediction Intervals The Relative Efficiency of Prediction Intervals
- The coverage probability of confidence intervals in \(2^r\) factorial experiments after preliminary hypothesis testing The coverage probability of confidence intervals in \(2^r\) factorial experiments after preliminary hypothesis testing
- The exact distribution of a least squares regression coefficient estimator after a preliminary \(t\)-test The exact distribution of a least squares regression coefficient estimator after a preliminary \(t\)-test
- The use of Previous Experience in Reaching Statistical Decisions The use of Previous Experience in Reaching Statistical Decisions
- Theory of Preliminary Test and Stein‐Type Estimation With Applications Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection
Cited in
(5)- Confidence intervals in general regression models that utilize uncertain prior information
- A comparison of strategies for selecting auxiliary variables for multiple imputation
- Confidence intervals centred on bootstrap smoothed estimators: an impossibility result
- Post-averaging inference for optimal model averaging estimator in generalized linear models
- On confidence intervals centred on bootstrap smoothed estimators
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