Sequential estimate for linear regression models with uncertain number of effective variables
From MaRDI portal
Publication:379961
DOI10.1007/s00184-012-0426-4zbMathNoneOpenAlexW2088272454MaRDI QIDQ379961
Yuan-chin Ivan Chang, Zhan-Feng Wang
Publication date: 11 November 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-012-0426-4
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Sequential analysis. Tests and confidence intervals
- A Martingale Inequality and the Law of Large Numbers
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Fixed Size Confidence Ellipsoids for Linear Regression Parameters
- Generalized Inverses and Ranks of Block Matrices
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems