An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors
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Publication:1206715
DOI10.1214/aos/1176348777zbMath0782.62079MaRDI QIDQ1206715
Publication date: 1 April 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348777
stopping rule; general linear model; symmetric errors; least squares estimate; regression parameter; asymptotic regret
62J05: Linear regression; mixed models
60G40: Stopping times; optimal stopping problems; gambling theory
62L12: Sequential estimation
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