Sequential confidence regions in inverse regression problems

DOI10.1214/AOS/1176347756zbMATH Open0709.62036OpenAlexW2033571500MaRDI QIDQ921772FDOQ921772

Authors: Hung-kung Liu, Jiunn Tzon Hwang 

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347756

Recommendations

• Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models
• Sequential confidence sets with guaranteed coverage probability and beta- protection
• A fixed-width interval for \(1/\beta\) in simple linear regression
• Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression
• The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models

zbMATH Keywords

errors-in-variables modelsconfidence sequenceestimation of ratios of regression parametersfinite stage sequential samplingfully sequential schemeinverse regression problemssequential confidence interval

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Cited In (5)

• Asymptotic expansions for sequential confidence levels in inverse linear regression
• Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models
• A fixed-width interval for \(1/\beta\) in simple linear regression
• Applied regression analysis bibliography update 1990-91
• Simultaneous confidence sets and confidence intervals for multiple ratios

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