A fixed-width interval for \(1/\beta\) in simple linear regression

DOI10.1016/0378-3758(94)00055-ZzbMath0814.62047OpenAlexW2008102264MaRDI QIDQ1346657

Daniel A. Coleman

Publication date: 9 April 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00055-z

zbMATH Keywords

Brownian motionstopping timeconfidence intervalleast-squares estimatorcoverage probabilitiesfixed-width intervalsStrassen

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items

\(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression

Uses Software

• alr3

Cites Work

• Fixed accuracy estimation of an autoregressive parameter
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• Fixed width interval estimation for the reciprocal drift of Brownian motion
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