Corrected Confidence Levels for Adaptive Nonlinear Regression

DOI10.1080/01966324.1991.10737298MaRDI QIDQ3988373zbMATH OpenOpenAlexWikidataFDO

Authors Michael Woodroofe

Publication date 28 June 1992

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1991.10737298

zbMATH Keywords

adaptive nonlinear regressionasymptotic expansionsasymptotic normalityaverage confidence levelsconfidence boundsfrequentist propertiesfunctional form of maximum likelihood estimatorsmartingale central limit theoremnormal errorsposterior distributionspriorsampling distributions of normalized estimation error

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) General nonlinear regression (62J02)

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Cites work

• Asymptotic inference from sequential design in a nonlinear situation
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• Note on the Consistency of the Maximum Likelihood Estimate
• Very weak expansions for sequential confidence levels
• Very weak expansions for sequentially designed experiments: Linear models

Cited in

(10)

• Corrected confidence intervals for parameters in adaptive linear models
• Corrected confidence intervals for adaptive nonlinear regression models
• The adaptive Wynn algorithm in generalized linear models with univariate response
• Approximate Confidence Limits for a Parameter Function in Nonlinear Regression
• Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments
• scientific article; zbMATH DE number 29186 (Why is no real title available?)
• scientific article; zbMATH DE number 78060 (Why is no real title available?)
• Robust sequential designs for nonlinear regression
• Construction of credible intervals for nonlinear regression models with unknown error distributions
• The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors

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