Sequential estimation in regression models using analogues of trimmed means

DOI10.1007/BF00050666zbMATH Open0716.62078MaRDI QIDQ753363FDOQ753363

Authors: Adam T. Martinsek 

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic efficiencyresidualorder statisticsasymptotic consistencyfixed-size confidence regiontrimmed means

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Cites Work

• Regression Quantiles
• Trimmed Least Squares Estimation in the Linear Model
• Title not available (Why is that?)
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Title not available (Why is that?)
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Fixed Size Confidence Ellipsoids for Linear Regression Parameters
• On Fixed-Width Confidence Bounds for Regression Parameters
• Title not available (Why is that?)
• Estimation in the general linear model when the accuracy is specified before data collection
• The trimmed mean in the linear model
• Empirical bayes methods in sequential estimation
• On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
• Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality
• A Note on Convergence of Moments
• Sequential determination of estimator as well as sample size

Cited In (6)

• An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors
• Estimation in some binary regression models with prescribed accuracy
• SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS
• Sequential determination of estimator as well as sample size
• Title not available (Why is that?)
• TWO-stage accurate estimation in the general linear model

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