On the large-sample minimal coverage probability of confidence intervals after model selection

Journal of the American Statistical Association

Volumn 101, Issue 474, 2006, Pages 619-629

  Kabaila, Paul ^a   Leeb, Hannes ^b  

^a LA TROBE UNIVERSITY   (Australia)

^b YALE UNIVERSITY   (United States)

Author keywords

AIC; Confidence interval after model selection; Minimal coverage probability; Naive confidence interval; Pretest

Indexed keywords

EID: 30344438615     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214505000001140     Document Type: Article

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