Corrected Confidence Levels for Adaptive Nonlinear Regression

DOI10.1080/01966324.1991.10737298zbMath0739.62054OpenAlexW2610779249WikidataQ58282203 ScholiaQ58282203MaRDI QIDQ3988373

Michael B. Woodroofe

Publication date: 28 June 1992

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1991.10737298

zbMATH Keywords

asymptotic normalityasymptotic expansionsposterior distributionsconfidence boundspriorfrequentist propertiesmartingale central limit theoremnormal errorsadaptive nonlinear regressionaverage confidence levelsfunctional form of maximum likelihood estimatorssampling distributions of normalized estimation error

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items

Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments, Corrected confidence intervals for adaptive nonlinear regression models

Cites Work

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• Very weak expansions for sequential confidence levels
• Very weak expansions for sequentially designed experiments: Linear models
• Asymptotic inference from sequential design in a nonlinear situation
• Note on the Consistency of the Maximum Likelihood Estimate