Very weak expansions for sequentially designed experiments: Linear models
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Publication:1824969
DOI10.1214/aos/1176347257zbMath0683.62039MaRDI QIDQ1824969
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347257
maximum likelihood estimator; linear models; likelihood function; functional form; prior distributions; Stein's identity; Asymptotic expansions for sampling distributions; conficence curve; confidence functional; martingale convergene theorem
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62L05: Sequential statistical design
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