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Confidence sets centered at C p -estimators

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  • Rudolf Beran

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  • Rudolf Beran, 1996. "Confidence sets centered at C p -estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(1), pages 1-15, March.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:1:p:1-15
    DOI: 10.1007/BF00049285
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    References listed on IDEAS

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    1. T. Speed & Bin Yu, 1993. "Model selection and prediction: Normal regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 35-54, March.
    2. Pötscher, B.M., 1991. "Effects of Model Selection on Inference," Econometric Theory, Cambridge University Press, vol. 7(2), pages 163-185, June.
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