Corrected confidence intervals for adaptive nonlinear regression models

DOI10.1016/j.jspi.2004.02.020zbMath1085.62081OpenAlexW2040693680MaRDI QIDQ1763434

D. Stephen Coad, Michael B. Woodroofe

Publication date: 22 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.02.020

zbMATH Keywords

Maximum likelihood estimatorStein's identityPosterior distributionApproximately pivotal quantityTilted approximationVery weak expansion

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items (1)

Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments

Cites Work

• Very weak expansions for sequential confidence levels
• Estimation of the mean of a multivariate normal distribution
• Closed form summation for classical distributions: variations on a theme of de Moivre
• Very weak expansions for sequentially designed experiments: Linear models
• DESIGN OF EXPERIMENTS IN NON-LINEAR SITUATIONS
• Recent Advances in Nonlinear Experimental Design
• Estimating Michaelis-Menten Parameters: Bias, Variance and Experimental Design
• Corrected Confidence Levels for Adaptive Nonlinear Regression
• Corrected confidence intervals after sequential testing with application to survival analysis
• Approximate bias calculations for sequentially designed experiments
• Nonlinear Experiments: Optimal Design and Inference Based on Likelihood
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