Sequential point estimation of regression parameters in a linear model

zbMath0617.62085MaRDI QIDQ1822180

Ajit Chaturvedi

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic behaviorstopping timequadratic lossregretloss functionsrisk- efficiency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical decision theory (62C99) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (3)

On a Class of Asymptotically Risk-Efficient Sequential Procedures ⋮ Two-Stage Versus Sequential Sample-Size Determination in Regression Analysis of Simulation Experiments ⋮ The use of a monetary loss function to determine the optimal fractional replicate of factorial experiments

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential point estimation of the difference of two normal means
• On the Asymptotic Regret While Estimating the Location of an Exponential Distribution
• Sequential Estimation of the Mean of a Multinormal Population
• Sequential Estimation of Location Parameter in Exponential Distributions
• On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• Fixed Size Confidence Ellipsoids for Linear Regression Parameters
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• On Fixed-Width Confidence Bounds for Regression Parameters
• On a sequential rule for estimating the location parameter of an exponential distribution

This page was built for publication: Sequential point estimation of regression parameters in a linear model