Turek, Daniel; Fletcher, David - In: Computational Statistics & Data Analysis 56 (2012) 9, pp. 2809-2815
method and existing methods, in terms of coverage rate and interval width. The new method consistently outperforms existing … methods in terms of coverage, often for little increase in the interval width. We also consider choice of model weights, and … find that AIC weights are preferable to either AICc or BIC weights in terms of coverage. …