Journal article

Improving confidence set estimation when parameters are weakly identified

Heather Battey, Qiang Feng, Richard J Smith

Statistics and Probability Letters | ELSEVIER SCIENCE BV | Published : 2016

University of Melbourne Researchers

Grants

Awarded by National Science Foundation of China


Funding Acknowledgements

The authors are grateful to the anonymous referees for helpful feedback. Feng thanks the National Science Foundation of China (grant 71301026) for financial support.