On various confidence intervals post-model-selection

DOI10.1214/14-STS507zbMath1332.62154arXiv1401.2267OpenAlexW1933929712MaRDI QIDQ254446

Karl Ewald, Benedikt M. Pötscher, Hannes Leeb

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.2267

zbMATH Keywords

confidence intervalsmodel selectionAICBICLassononstandard coverage target

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

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