Sequential confidence sets with guaranteed coverage probability and beta- protection

DOI10.1016/0047-259X(90)90007-5zbMath0702.62075OpenAlexW1989443101MaRDI QIDQ915320

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 matrixcoverage probabilitymultivariate normalerror 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)

Related Items

Note on an improvement in two stage sampling scheme ⋮ Sequential confidence sets with guaranteed coverage probability and beta- protection

Cites Work

• The commutation matrix: Some properties and applications
• Sequential confidence sets with guaranteed coverage probability and beta- protection
• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• 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
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Sequential confidence sets with guaranteed coverage probability and beta- protection