Very weak expansions for sequentially designed experiments: Linear models

DOI10.1214/AOS/1176347257zbMATH Open0683.62039OpenAlexW2059384385MaRDI QIDQ1824969FDOQ1824969

Authors: Michael Woodroofe 

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

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zbMATH Keywords

prior distributionslinear modelsmaximum likelihood estimatorlikelihood functionfunctional formStein's identityAsymptotic expansions for sampling distributionsconficence curveconfidence functionalmartingale convergene theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Sequential statistical design (62L05)

Cited In (21)

• Construction of a Confidence Interval By Triple Sampling
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
• Asymptotic posterior normality for multiparameter problems
• Approximate confidence intervals after a sequential clinical trial comparing two exponential survival curves with censoring
• Corrected confidence intervals for adaptive nonlinear regression models
• Some simple corrected confidence intervals following a sequential test
• Real-time Bayesian parameter estimation for item response models
• Approximate bias calculations for sequentially designed experiments
• Online mental fatigue monitoring via indirect brain dynamics evaluation
• An O'Brien-Fleming sequential trial for comparing three treatments
• On the validity of the formal Edgeworth expansion for posterior densities
• Corrected confidence intervals for parameters in adaptive linear models
• Corrected Confidence Levels for Adaptive Nonlinear Regression
• Asymptotic normality of posterior distributions for generalized linear mixed models
• Expansions for multivariate densities
• Sequential confidence intervals with fixed-proportional accuracy for the mean of NEF-PVF distributions
• A study of expansions of posterior distributions
• Stagewise learning for noisy \(k\)-ary preferences
• Approximate confidence sets for a stationary \(AR(p)\) process
• Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments
• CORRECTED CONFIDENCE SETS FOR SEQUENTIALLY DESIGNED EXPERIMENTS: EXAMPLES1*

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