Model-averaged Wald confidence intervals

Computational Statistics and Data Analysis

Volumn 56, Issue 9, 2012, Pages 2809-2815

  Turek, Daniel ^a   Fletcher, David ^a  

^a UNIVERSITY OF OTAGO   (New Zealand)

Author keywords

Coverage rate; Model averaging; Model uncertainty; Model weight; Wald interval

Indexed keywords

CONFIDENCE INTERVAL; COVERAGE RATE; FREQUENTIST; INFORMATION CRITERION; MODEL AVERAGING; MODEL UNCERTAINTIES; SAMPLING DISTRIBUTION; STANDARD METHOD; WALD INTERVAL; WEIGHTED SUM;

FINANCIAL DATA PROCESSING; UNCERTAINTY ANALYSIS;

ESTIMATION;

EID: 84859908148     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.03.002     Document Type: Article

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