Exact Confidence Intervals in Regression Problems with Independent Symmetric Errors

DOI10.1214/AOMS/1177696700MaRDI QIDQ5633503zbMATH OpenOpenAlexFDO

Authors J. A. Hartigan

Publication date 1970

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177696700

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited in

(3)

• Parameter identification for nonlinear systems: guaranteed confidence regions through LSCR
• Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics
• Guaranteed non-asymptotic confidence regions in system identification

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