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

DOI10.2307/3316041MaRDI QIDQ4529336zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

adaptive testspermutation methodsprobability plotsRobbins-Monro search

Mathematics Subject Classification ID

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

Recommendations

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• Theory & Methods: Adaptive Estimation Using Weighted Least Squares
• Applied Adaptive Statistical Methods
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Cites work

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

Cited in

(7)

• Corrected confidence intervals for parameters in adaptive linear models
• Exact adaptive confidence intervals for linear regression coefficients
• On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average
• scientific article; zbMATH DE number 2015213 (Why is no real title available?)
• Theory & Methods: Adaptive Estimation Using Weighted Least Squares
• Constructing narrower confidence intervals by inverting adaptive tests
• Adaptive confidence intervals of desired length and power for normal means

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