SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS

DOI10.1081/SQA-120014362zbMath1031.62061OpenAlexW2078975940MaRDI QIDQ4787883

Sujay Datta

Publication date: 4 March 2004

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

Full work available at URL: https://doi.org/10.1081/sqa-120014362

zbMATH Keywords

sequential samplingChebyshev inequalitysecond-order asymptoticsfixed-proportional-accuracy estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Cites Work

• Strong consistency of least squares estimates in multiple regression II
• The performance of a sequential procedure for the estimation of the mean
• An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors
• Second order approximations for sequential point and interval estimation
• On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities
• Asymptotic expansions for the moments of a randomly stopped average
• Seqrential point estimation in regression models with nonnormal errors
• A Frequentistic Approach to Sequential Estimation in the General Linear Model
• Sequential shrinkage estimation in the general linear model
• On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Fixed Size Confidence Ellipsoids for Linear Regression Parameters
• The Probability in the Tail of a Distribution

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