Very weak expansions for sequentially designed experiments: Linear models

DOI10.1214/aos/1176347257zbMath0683.62039MaRDI QIDQ1824969

Michael B. Woodroofe

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347257

zbMATH Keywords

maximum likelihood estimator; linear models; likelihood function; functional form; prior distributions; Stein's identity; Asymptotic expansions for sampling distributions; conficence curve; confidence functional; martingale convergene theorem

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62L05: Sequential statistical design

Related Items

Approximate bias calculations for sequentially designed experiments, CORRECTED CONFIDENCE SETS FOR SEQUENTIALLY DESIGNED EXPERIMENTS: EXAMPLES1*, Online Mental Fatigue Monitoring via Indirect Brain Dynamics Evaluation, A Study of Expansions of Posterior Distributions, Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments, Asymptotic normality of posterior distributions for generalized linear mixed models, Expansions for multivariate densities, Asymptotic posterior normality for multiparameter problems, Corrected confidence intervals for parameters in adaptive linear models, An O'Brien-Fleming sequential trial for comparing three treatments, Sequential confidence intervals with fixed-proportional accuracy for the mean of NEF-PVF distributions, Approximate confidence intervals after a sequential clinical trial comparing two exponential survival curves with censoring, Stagewise learning for noisy \(k\)-ary preferences, Real-time Bayesian parameter estimation for item response models, Corrected confidence intervals for adaptive nonlinear regression models, Some simple corrected confidence intervals following a sequential test, On the validity of the formal Edgeworth expansion for posterior densities, Approximate confidence sets for a stationary \(AR(p)\) process, Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes, Corrected Confidence Levels for Adaptive Nonlinear Regression, Construction of a Confidence Interval By Triple Sampling