Rheanna Mainzer

Estimation risk for value-at-risk and expected shortfall

P Kabaila, R Mainzer

Journal article  |  2018  |  Journal of Risk

Two sources of poor coverage of confidence intervals after model selection

P Kabaila, R Mainzer

Journal article  |  2018  |  Statistics and Probability Letters

The performance of model averaged tail area confidence intervals

Paul Kabaila, AH Welsh, Rheanna Mainzer

Journal article  |  2017  |  Communications in Statistics - Theory and Methods

Conditional assessment of the impact of a Hausman pretest on confidence intervals

Paul Kabaila, Rheanna Mainzer, Davide Farchione

Journal article  |  2017  |  Statistica Neerlandica

The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals

Paul Kabaila, Rheanna Mainzer, Davide Farchione

Journal article  |  2015  |  Economics Letters