The coverage properties of confidence regions after model selection

DOI10.1111/J.1751-5823.2009.00089.XMaRDI QIDQ6573845zbMATH OpenFDO

Authors Paul Kabaila

Publication date 17 July 2024

Published in International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

confidence intervalprediction intervaluncertain prior informationpreliminary model selection

Mathematics Subject Classification ID

Parametric inference (62Fxx) Linear inference, regression (62Jxx) Statistical decision theory (62Cxx)

Cites work

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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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