Sequential estimation in regression models using analogues of trimmed means

DOI10.1007/BF00050666zbMath0716.62078MaRDI QIDQ753363

Adam T. Martinsek

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

order statisticsasymptotic efficiencyresidualasymptotic consistencyfixed-size confidence regiontrimmed means

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Sequential estimation (62L12)

Related Items (2)

Estimation in some binary regression models with prescribed accuracy ⋮ TWO-stage accurate estimation in the general linear model

Cites Work

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• Sequential determination of estimator as well as sample size
• Estimation in the general linear model when the accuracy is specified before data collection
• The trimmed mean in the linear model
• Empirical bayes methods in sequential estimation
• Trimmed Least Squares Estimation in the Linear Model
• Regression Quantiles
• 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
• Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality
• A Note on Convergence of Moments
• On Fixed-Width Confidence Bounds for Regression Parameters
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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