Confidence intervals centred on bootstrap smoothed estimators: an impossibility result
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Publication:6579387
Cites work
- scientific article; zbMATH DE number 3626409 (Why is no real title available?)
- scientific article; zbMATH DE number 3061365 (Why is no real title available?)
- Bagging predictors
- Comment
- Computer age statistical inference. Algorithms, evidence, and data science
- Confidence intervals centred on bootstrap smoothed estimators
- Confidence intervals in regression utilizing prior information
- Confidence intervals utilizing prior information in the Behrens-Fisher problem
- Controlling risks under different loss functions: The compromise decision problem
- Estimation and accuracy after model selection
- Finite sample properties of confidence intervals centered on a model averaged estimator
- Frequentist Model Average Estimators
- Further properties of frequentist confidence intervals in regression that utilize uncertain prior information
- Lower bounds on integrated risk, subject to inequality constraints
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Model Selection: An Integral Part of Inference
- Model-averaged Wald confidence intervals
- Model-averaged confidence intervals
- Model-averaged profile likelihood intervals
- Numerical Specification of Discrete Least Favorable Prior Distributions
- On Minimax Statistical Decision Procedures and their Admissibility
- On confidence intervals centred on bootstrap smoothed estimators
- On the minimum coverage probability of model averaged tail area confidence intervals
- The bootstrap and Edgeworth expansion
- The coverage properties of confidence regions after model selection
- The performance of model averaged tail area confidence intervals
- The use of Previous Experience in Reaching Statistical Decisions
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