Sequential estimate for linear regression models with uncertain number of effective variables
type: Item
instance of: scholarly article
title: Sequential estimate for linear regression models with uncertain number of effective variables
zbMATH Open document ID: None
author: Yuan-chin Ivan Chang
author: Zhanfeng Wang
published in: Metrika
publication date: 2013-11-11T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 6224856
zbMATH Keywords: confidence set
zbMATH Keywords: shrinkage estimation
zbMATH Keywords: stochastic regression
zbMATH Keywords: stopping time
MaRDI profile type: Publication
full work available at URL: s00184-012-0426-4
OpenAlex ID: W2088272454
cites work: Fixed Size Confidence Ellipsoids for Linear Regression Parameters
cites work: Q5812603
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cites work: Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
cites work: Generalized Inverses and Ranks of Block Matrices
cites work: Sequential analysis. Tests and confidence intervals
cites work: Q3948486
DOI: 10.1007/S00184-012-0426-4
description: scientific article; zbMATH DE number 6224856