A Frequentistic Approach to Sequential Estimation in the General Linear Model

DOI10.2307/2288647MaRDI QIDQ3660735zbMATH OpenOpenAlexFDO

Authors Mark Finster

Publication date 1983

Full work available at URL https://doi.org/10.2307/2288647

zbMATH Keywords

asymptotic moments of stopping timefrequentistic approachgeneral linear modelleast squares estimatornonlinear renewal theoryregretrisk

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cited in

(13)

• Three-stage accurate estimation in the general linear model
• Sequential estimation for time series regression models
• A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior
• Sequential estimation of the mean of a first-order autoregressive process
• Seqrential point estimation in regression models with nonnormal errors
• Use of asymmetric loss functions in sequential estimation problems for multiple linear regression
• Sequential shrinkage estimation in the general linear model
• Sequential estimation of the autoregressive parameter in a first order autoregressive process
• TWO-stage accurate estimation in the general linear model
• Asymmetric Penalized Prediction Using Adaptive Sampling Procedures
• SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS
• A.P.O. Rules in hierarchical bayes regression models
• Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate

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