Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression

DOI10.1016/j.stamet.2009.05.002zbMath1463.62056OpenAlexW1968769383MaRDI QIDQ537392

Andrey V. Timofeev

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2009.05.002

zbMATH Keywords

confidence regionssequential analysisguaranteed accuracynon-asymptotic nonlinear estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

Cites Work

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• Asymptotic theory of nonlinear least squares estimation
• Strong consistency of least squares estimates in dynamic models
• Nonasymptotic confidence estimation of nonlinear regression parameters: A sequential analysis approach
• Strong consistency in nonlinear stochastic regression models.
• Asymptotic properties of nonlinear least squares estimates in stochastic regression models
• Strong consistency of Bayes estimates in stochastic regression models
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Bounds on Moments of Certain Random Variables

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