SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS

DOI10.1081/SQA-120014362MaRDI QIDQ4787883zbMATH OpenOpenAlexFDO

Authors Sujay Datta

Publication date 4 March 2004

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sqa-120014362

zbMATH Keywords

Chebyshev inequalitysecond-order asymptoticssequential samplingfixed-proportional-accuracy estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15) Sequential statistical analysis (62L10) Sequential estimation (62L12)

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Cites work

• A Frequentistic Approach to Sequential Estimation in the General Linear Model
• An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors
• Asymptotic expansions for the moments of a randomly stopped average
• Fixed Size Confidence Ellipsoids for Linear Regression Parameters
• On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities
• On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Second order approximations for sequential point and interval estimation
• Seqrential point estimation in regression models with nonnormal errors
• Sequential shrinkage estimation in the general linear model
• Strong consistency of least squares estimates in multiple regression II
• The Probability in the Tail of a Distribution
• The performance of a sequential procedure for the estimation of the mean

Cited in

(8)

• Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
• Estimation in some binary regression models with prescribed accuracy
• scientific article; zbMATH DE number 1894652 (Why is no real title available?)
• Estimators with prescribed Precision in Stochastic regression models
• Truncated sequential estimation of the parameters in a random regression
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• The sequential estimation in stochastic regression model with random coefficients
• A flexible sequential Monte Carlo algorithm for parametric constrained regression

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