Very weak expansions for sequentially designed experiments: Linear models

DOI10.1214/AOS/1176347257MaRDI QIDQ1824969zbMATH OpenOpenAlexFDO

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

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)

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

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