Sequential confidence sets with guaranteed coverage probability and beta- protection

DOI10.1016/0047-259X(90)90007-5zbMATH Open0702.62075OpenAlexW1989443101MaRDI QIDQ915320FDOQ915320

Authors: Issa Fakhre-Zakeri 

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90007-5

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zbMATH Keywords

covariance matrixmultivariate normalcoverage probabilityerror probabilitiesmean vectorboundary pointsmultiple regression modelbeta-protectionsequential confidence setsvector valued parameter

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Cites Work

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• Sequential estimation and test oriented confidence intervals for μ/σ
• Sequential confidence sets with beta-protection in multiparameter families
• The Kronecker Matrix Product and Some of its Applications in Econometrics
• Sequential confidence sets with guaranteed coverage probability and beta- protection

Cited In (11)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Note on an improvement in two stage sampling scheme
• Sequential confidence sets with beta-protection in multiparameter families
• Confidence sets and confidence bands for a beta distribution with applications to credit risk management
• CONFIDENCE SEQUENCES FOR REGRESSION COEFFICIENTS IN A MULTIVARIATE LINEAR MODEL
• Multiple Confidence Sets Based on Stagewise Tests
• Sequential confidence sets with guaranteed coverage probability and beta- protection
• Sequential confidence regions in inverse regression problems
• Invariant confidence sequences for some parameters in a multivariate linear regression model
• Confidence sets of fixed size for multinormal means.

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