Seqrential point estimation in regression models with nonnormal errors

DOI10.1080/07474949008836208zbMath0709.62073OpenAlexW2079389011MaRDI QIDQ3492691

Adam T. Martinsek

Publication date: 1990

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949008836208

zbMATH Keywords

least squares estimatesnonparametric caseAsymptotic risk efficiencyfinite moments of order higher than twonegative regretsSecond order expansionssymmetric, nonlattice errors with finite moments of order higher than six

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Sequential estimation (62L12)

Related Items (6)

Sequential estimation for time series regression models ⋮ SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS ⋮ \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression ⋮ Sequential estimation for the parameters of a stationary auto regressive model ⋮ Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate ⋮ Sequential estimation of the autoregressive parameters in ar(p) model

Cites Work

• Unnamed Item
• Second order approximation to the risk of a sequential procedure
• Estimation in the general linear model when the accuracy is specified before data collection
• The performance of a sequential procedure for the estimation of the mean
• Second order approximations for sequential point and interval estimation
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• A Frequentistic Approach to Sequential Estimation in the General Linear Model
• Moments of Randomly Stopped Sums
• Optimum Allocation in Linear Regression Theory

This page was built for publication: Seqrential point estimation in regression models with nonnormal errors