A Frequentistic Approach to Sequential Estimation in the General Linear Model

DOI10.2307/2288647zbMath0514.62093OpenAlexW4250729909MaRDI QIDQ3660735

Mark Finster

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2288647

zbMATH Keywords

riskleast squares estimatorregretgeneral linear modelnonlinear renewal theoryasymptotic moments of stopping timefrequentistic approach

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (13)

Sequential estimation for time series regression models ⋮ SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS ⋮ Sequential estimation of the mean of a first-order autoregressive process ⋮ Seqrential point estimation in regression models with nonnormal errors ⋮ A.P.O. Rules in hierarchical bayes regression models ⋮ Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate ⋮ TWO-stage accurate estimation in the general linear model ⋮ Use of asymmetric loss functions in sequential estimation problems for multiple linear regression ⋮ Sequential shrinkage estimation in the general linear model ⋮ Sequential estimation of the autoregressive parameter in a first order autoregressive process ⋮ A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior ⋮ Three-stage accurate estimation in the general linear model ⋮ Asymmetric Penalized Prediction Using Adaptive Sampling Procedures

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