CONFIDENCE INTERVALS CONSTRUCTED BY MODEL AVERAGING AND BOOTSTRAP SMOOTHING

DOI10.1017/S0004972720000763zbMath1462.62193MaRDI QIDQ5857603

Christeen Wijethunga

Publication date: 1 April 2021

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

confidence intervalcoverage probabilityscaled expected lengthbootstrap smoothed estimatormodel averaged estimator

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• Model Selection: An Integral Part of Inference
• Estimation and Accuracy After Model Selection

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