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

Kabaila, Paul, Leeb, Hannes . Journal of the American Statistical Association 2006. 101 (474) :619-629

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Bibtex

@article{CIS-210094,
  Author = {Kabaila, Paul and Leeb, Hannes},
  Title = {On the large-sample minimal coverage probability of confidence intervals after model selection},
  Journal = {Journal of the American Statistical Association},
  Volume = {101},
  Number = {474},
  Year = {2006},
  Pages = {619--629},
  Keywords = {AIC, pretest, confidence interval after model selection, minimal coverage probability, naive confidence interval}
}

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