Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models

DOI10.1016/0167-7152(92)90235-WzbMath0746.62078OpenAlexW2072671776MaRDI QIDQ1186028

Jiunn Tzon Hwang, Hung-kung Liu

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90235-w

zbMATH Keywords

calibrationstopping ruleconfidence setserrors-in-variables modelsinverse regressionprincipal components analysisfixed sample sizesequential confidence setsasymptotic coverage probabilitiesfinite diameter confidence setsfully sequential samplingk-stage sequential sampling

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

Cites Work

• Sequential confidence regions in inverse regression problems
• Fixed accuracy estimation of an autoregressive parameter
• The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models
• Simultaneous statistical inference. 2nd ed
• A sequential solution to the inverse linear regression problem
• Multiplicative Errors-in-Variables Models with Applications to Recent Data Released by the U.S. Department of Energy
• Bounded Length Confidence Intervals for the $p$-Point of a Distribution Function, II
• A Bayesian Look at Inverse Linear Regression
• On Multistage Estimation
• On the Non-Existence of Tests of "Student's" Hypothesis Having Power Functions Independent of $\sigma$
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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