The performance of model averaged tail area confidence intervals

Kabaila, P; Welsh, AH; Mainzer, R

Kabaila, P (reprint author), La Trobe Univ, Dept Math & Stat, Bundoora, Vic 3086, Australia.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017; 46 (21): 10718

Abstract

We investigate the exact coverage and expected length properties of the model averaged tail area (MATA) confidence interval proposed by Turek and Flet......

Full Text Link