Sequential estimate for generalized linear models with uncertain number of effective variables

DOI10.1007/s11424-015-3110-8zbMath1317.93240OpenAlexW1973901861MaRDI QIDQ2517113

Hai-bo Lu, Yao-hua Wu, Zhan-Feng Wang

Publication date: 14 August 2015

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-015-3110-8

zbMATH Keywords

stopping rulesequential samplingconfidence setgeneralized linear regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57)

Cites Work

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