An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors

DOI10.1214/AOS/1176348777zbMath0782.62079OpenAlexW2044095657MaRDI QIDQ1206715

T. N. Sriram

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176348777

zbMATH Keywords

stopping rulegeneral linear modelsymmetric errorsleast squares estimateregression parameterasymptotic regret

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items (3)

Sequential estimation for time series regression models ⋮ SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS ⋮ Asymptotically pointwise optimal allocation rules in Bayes sequential estimation

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