Using adaptive weighted least squares to reduce the lengths of confidence intervals

DOI10.2307/3316041zbMATH Open1004.62024OpenAlexW2040806695MaRDI QIDQ4529336FDOQ4529336

Authors: Thomas W. O'Gorman 

Publication date: 2 July 2002

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316041

Recommendations

• Constructing narrower confidence intervals by inverting adaptive tests
• Theory & Methods: Adaptive Estimation Using Weighted Least Squares
• Applied Adaptive Statistical Methods
• Exact adaptive confidence intervals for linear regression coefficients
• Adaptive confidence intervals of desired length and power for normal means

zbMATH Keywords

probability plotsadaptive testspermutation methodsRobbins-Monro search

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• A Probability Distribution and Its Uses in Fitting Data
• Confidence Intervals from Randomization Tests
• A Two-Sample Adaptive Distribution-Free Test
• Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
• A review of some adaptive statistical techniques
• EMPIRICAL EVIDENCE FOR ADAPTIVE CONFIDENCE INTERVALS AND IDENTIFICATION OF OUTLIERS USING METHODS OF TRIMMING

Cited In (7)

• On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average
• Constructing narrower confidence intervals by inverting adaptive tests
• Adaptive confidence intervals of desired length and power for normal means
• Corrected confidence intervals for parameters in adaptive linear models
• Title not available (Why is that?)
• Exact adaptive confidence intervals for linear regression coefficients
• Theory & Methods: Adaptive Estimation Using Weighted Least Squares

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