On fixed-size confidence regions for the regression parameters (Q1099559)
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English | On fixed-size confidence regions for the regression parameters |
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On fixed-size confidence regions for the regression parameters (English)
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1986
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We consider estimating the parameters in a generalized linear Gauss- Markoff model by means of a fixed-size ellipsoidal confidence region. We investigate two-stage, modified two-stage, purely sequential and three- stage sampling schemes and the associated properties. In particular, we have provided second-order expansions of the average sample size and the achieved confidence coefficient for the purely sequential and three-stage procedures.
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generalized linear Gauss-Markoff model
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fixed-size ellipsoidal confidence region
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two-stage
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modified two-stage
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second-order expansions
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three- stage procedures
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