Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression

DOI10.1016/J.STAMET.2009.05.002MaRDI QIDQ537392zbMATH OpenOpenAlexFDO

Authors A. V. Timofeev

Publication date 20 May 2011

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2009.05.002

zbMATH Keywords

confidence regionsguaranteed accuracynon-asymptotic nonlinear estimationsequential analysis

Mathematics Subject Classification ID

Point estimation (62F10) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

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Cites work

• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic properties of nonlinear least squares estimates in stochastic regression models
• Asymptotic theory of nonlinear least squares estimation
• Bounds on Moments of Certain Random Variables
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• scientific article; zbMATH DE number 1517357 (Why is no real title available?)
• Nonasymptotic confidence estimation of nonlinear regression parameters: A sequential analysis approach
• Strong consistency in nonlinear stochastic regression models.
• Strong consistency of Bayes estimates in stochastic regression models
• Strong consistency of least squares estimates in dynamic models

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(9)

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• Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS
• Asymptotic inference from sequential design in a nonlinear situation
• Corrected Confidence Levels for Adaptive Nonlinear Regression
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