Sequential confidence sets with guaranteed coverage probability and beta- protection

DOI10.1016/0047-259X(90)90007-5MaRDI QIDQ915320zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• Sequential confidence sets with beta-protection in multiparameter families
• Sequential confidence sets with guaranteed coverage probability and beta- protection
• Sequential estimation and test oriented confidence intervals for μ/σ
• The Kronecker Matrix Product and Some of its Applications in Econometrics
• The commutation matrix: Some properties and applications

Cited in

(11)

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• scientific article; zbMATH DE number 4113790 (Why is no real title available?)
• 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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