Seqrential point estimation in regression models with nonnormal errors

DOI10.1080/07474949008836208MaRDI QIDQ3492691zbMATH OpenOpenAlexFDO

Authors Adam T. Martinsek

Publication date 1990

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949008836208

zbMATH Keywords

Asymptotic risk efficiencyfinite moments of order higher than twoleast squares estimatesnegative regretsnonparametric caseSecond order expansionssymmetric, nonlattice errors with finite moments of order higher than six

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Sequential estimation (62L12)

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Cites work

• A Frequentistic Approach to Sequential Estimation in the General Linear Model
• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• Estimation in the general linear model when the accuracy is specified before data collection
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• Moments of Randomly Stopped Sums
• Optimum Allocation in Linear Regression Theory
• Second order approximation to the risk of a sequential procedure
• Second order approximations for sequential point and interval estimation
• The performance of a sequential procedure for the estimation of the mean

Cited in

(12)

• An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors
• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
• Sequential point estimation of regression parameters in a linear model
• Sequential estimation for time series regression models
• Random norming AIDS analysis of non-linear regression models with sequential informative dose selection
• Sequential estimation for the parameters of a stationary auto regressive model
• Sequential estimation of the autoregressive parameters in ar(p) model
• SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS
• Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate
• New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis
• Sequential point estimation of the powers of a normal scale parameter
• Nonparametric regression estimation with assigned risk

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