Narrow search
Showing 1 - 10 of 78
Cover Image
On the large-sample minimal coverage probability of confidence intervals after model selection
Kabaila, Paul; Leeb, Hannes - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 619-629
Persistent link: https://www.econbiz.de/10003334642
Cover Image
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
Kabaila, Paul; Leeb, Hannes - In: Journal of the American Statistical Association 101 (2006) June, pp. 619-629
Persistent link: https://www.econbiz.de/10005238594
Cover Image
On estimating time series parameters using sample autocorrelations
Kabaila, Paul - In: Journal of the Royal Statistical Society 45 (1983) 1, pp. 107-119
Persistent link: https://www.econbiz.de/10002072466
Cover Image
On variable selection in linear regression
Kabaila, Paul - In: Econometric theory 18 (2002) 4, pp. 913-925
Persistent link: https://www.econbiz.de/10001687480
Cover Image
Valid confidence intervals in regression after variable selection
Kabaila, Paul - In: Econometric theory 14 (1998) 4, pp. 463-482
Persistent link: https://www.econbiz.de/10001248239
Cover Image
The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
Kabaila, Paul; Mainzer, Rheanna; Farchione, Davide - In: Economics letters 131 (2015), pp. 12-15
Persistent link: https://www.econbiz.de/10011422500
Cover Image
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul; Mainzer, Rheanna - In: Journal of risk 20 (2017/2018) 3, pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Cover Image
ON VARIABLE SELECTION IN LINEAR REGRESSION
Kabaila, Paul - In: Econometric Theory 18 (2002) 04, pp. 913-925
Persistent link: https://www.econbiz.de/10005250212
Cover Image
On the Optimality and Limitations of Buehler Bounds
Lloyd, Chris J.; Kabaila, Paul - In: Australian & New Zealand Journal of Statistics 45 (2003) 2, pp. 167-174
In 1957, R.J. Buehler gave a method of constructing honest upper confidence limits for a parameter that are as small as possible subject to a pre-specified ordering restriction. In reliability theory, these 'Buehler bounds' play a central role in setting upper confidence limits for failure...
Persistent link: https://www.econbiz.de/10005251576
Cover Image
A note on sufficiency and information loss
Kabaila, Paul - In: Statistics & Probability Letters 37 (1998) 2, pp. 111-114
We adopt the frequentist approach to statistical inference together with a recognition of the validity of conditional inference as described by Cox (1958). We describe a type of model which shows clearly the nature of a form of information which may be lost due to basing inference solely on a...
Persistent link: https://www.econbiz.de/10005313857