On Fixed-Width Confidence Bounds for Regression Parameters
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Cited in
(20)- Sequential maximum likelihood estimation with applications to logistic regression in case-control studies
- Three-stage accurate estimation in the general linear model
- Herbert Robbins and sequential analysis
- Sequential point estimation of regression parameters in a linear model
- Asymptotics for Lasso-type estimators.
- Sequential confidence regions for maximum likelihood estimates.
- Tractable Bayesian variable selection: beyond normality
- Fixed-size confidence regions in high-dimensional sparse linear regression models
- SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
- Fixed size confidence regions for the difference of the means of two multinormal populations
- TWO-stage accurate estimation in the general linear model
- The use of a monetary loss function to determine the optimal fractional replicate of factorial experiments
- Bootstrapping in multiplicative models
- Fixed size confidence regions for parameters of threshold AR(1) models
- Distributed sequential estimation procedures
- Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data
- Sequential estimation in regression models using analogues of trimmed means
- Multivariate analysis of variance with fewer observations than the dimension
- Asymptotic distribution of least squares estimator and a test statistic in linear regression models
- Asymptotic distribution of Durbin-Watson statistic
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