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Sequential estimate for linear regression models with uncertain number of effective variables

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Publication:379961
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DOI10.1007/s00184-012-0426-4zbMathNoneOpenAlexW2088272454MaRDI QIDQ379961

Yuan-chin Ivan Chang, Zhan-Feng Wang

Publication date: 11 November 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-012-0426-4

zbMATH Keywords

stopping timeshrinkage estimationconfidence setstochastic regression


Mathematics Subject Classification ID

Statistics (62-XX)


Related Items

Sequential estimate for generalized linear models with uncertain number of effective variables



Cites Work

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  • Sequential analysis. Tests and confidence intervals
  • A Martingale Inequality and the Law of Large Numbers
  • On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
  • Fixed Size Confidence Ellipsoids for Linear Regression Parameters
  • Generalized Inverses and Ranks of Block Matrices
  • Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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