Corrected Confidence Levels for Adaptive Nonlinear Regression

DOI10.1080/01966324.1991.10737298zbMath0739.62054WikidataQ58282203 ScholiaQ58282203MaRDI QIDQ3988373

Michael B. Woodroofe

Publication date: 28 June 1992

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1991.10737298

zbMATH Keywords

asymptotic normality; asymptotic expansions; posterior distributions; confidence bounds; prior; frequentist properties; martingale central limit theorem; normal errors; adaptive nonlinear regression; average confidence levels; functional form of maximum likelihood estimators; sampling distributions of normalized estimation error

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62E20: Asymptotic distribution theory in statistics

62F15: Bayesian inference

62J02: General nonlinear regression

Related Items

Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments, Corrected confidence intervals for adaptive nonlinear regression models

Cites Work

• Very weak expansions for sequential confidence levels
• Very weak expansions for sequentially designed experiments: Linear models
• Asymptotic inference from sequential design in a nonlinear situation
• Note on the Consistency of the Maximum Likelihood Estimate
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