Sequential estimate for linear regression models with uncertain number of effective variables

DOI10.1007/S00184-012-0426-4MaRDI QIDQ379961zbMATH OpenOpenAlexFDO

Authors Yuan-chin Ivan Chang, Zhanfeng Wang

Publication date 11 November 2013

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-012-0426-4

zbMATH Keywords

confidence setshrinkage estimationstochastic regressionstopping time

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A Martingale Inequality and the Law of Large Numbers
• Fixed Size Confidence Ellipsoids for Linear Regression Parameters
• Generalized Inverses and Ranks of Block Matrices
• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sequential analysis. Tests and confidence intervals

Cited in

(5)

• Sequential estimate for generalized linear models with uncertain number of effective variables
• scientific article; zbMATH DE number 1894652 (Why is no real title available?)
• Distributed sequential estimation procedures
• Active learning with logistic models featuring simultaneous variable and subject selection
• Ensemble of sequential learning models with distributed data centers and its applications

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