CONFIDENCE SETS FOR MODEL SELECTION BY F-TESTING
Davide Ferrari, Yuhong Yang
STATISTICA SINICA | STATISTICA SINICA | Published : 2015
Awarded by NSF
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.