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MAINZER, R.
THE EFFECT OF A PRELIMINARY HAUSMAN TEST ON CONFIDENCE INTERVALS.
Bulletin of the Australian Mathematical Society
98(3)
:
518 -519
2018
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Kabaila, P, Mainzer, R.
Two sources of poor coverage of confidence intervals after model selection.
Statistics & Probability Letters
140:
185 -190
2018
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Kabaila, P, Mainzer, R.
Estimation risk for value-at-risk and expected shortfall.
The Journal of Risk
2018
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Kabaila, P, Mainzer, R.
Two sources of poor coverage of confidence intervals after model selection.
2017
view publication
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Kabaila, P, Welsh, AH, Mainzer, R.
The performance of model averaged tail area confidence intervals.
Communication in Statistics- Theory and Methods
46(21)
:
10718 -10732
2017
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