The coverage properties of confidence regions after model selection

DOI10.1111/j.1751-5823.2009.00089.xMaRDI QIDQ6573845

Paul V. 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

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

Cites Work

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• Interval estimation via tail functions
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• Improved Confidence Intervals for the Variance of a Normal Distribution
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
• The use of Previous Experience in Reaching Statistical Decisions
• Controlling risks under different loss functions: The compromise decision problem
• The coverage probability of confidence intervals in \(2^r\) factorial experiments after preliminary hypothesis testing

Related Items (5)

Confidence intervals centred on bootstrap smoothed estimators: an impossibility result ⋮ On confidence intervals centred on bootstrap smoothed estimators ⋮ Post-averaging inference for optimal model averaging estimator in generalized linear models ⋮ Confidence intervals in general regression models that utilize uncertain prior information ⋮ A comparison of strategies for selecting auxiliary variables for multiple imputation

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