Journal article

CONFIDENCE SETS FOR MODEL SELECTION BY F-TESTING

Davide Ferrari, Yuhong Yang

STATISTICA SINICA | STATISTICA SINICA | Published : 2015

University of Melbourne Researchers

Grants

Awarded by NSF


Funding Acknowledgements

We sincerely thank the two reviewers and the AE for their very helpful comments and suggestions for improving our work. In particular, the reference of Hansen, Lunde and Nason (2011) that they brought to Our attention for comparison and discussion is appreciated. The work of Yuhong Yang was partially supported by the NSF Grant DMS-1106576.