Measures of Uncertainty for Shrinkage Model Selection

DOI10.5705/ss.202021.0281MaRDI QIDQ6185141

Jiming Jiang, Yuan-Yuan Li

Publication date: 29 January 2024

Published in: Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

uncertaintyconsistencyasymptotic coverage probabilityaverage probability of coveragenested MCSshrinkage model selection

Mathematics Subject Classification ID

Statistics (62-XX)

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