Sequential Confidence Regions in Inverse Regression Problems
نویسندگان
چکیده
منابع مشابه
Confidence regions and intervals in nonlinear regression ∗
This lecture presents some methods which we can apply in searching for confidence regions and intervals for true values of regression parameters. The nonlinear regression models with independent and identically distributed errors and Lp norm estimators are discussed.
متن کاملSEQUENTIAL CONFIDENCE INTERVAL FOR TIlE REGRESSION COEFFICIENT
SUMMARY The object of the present investigation is to consider a robust procedure for the problem of providing a bounded-length confidence interval for the regression coefficient (in a simple regression model) based on Kendall's (1955) tau. The problem of estimating the difference in the location parameters in the two-sample case may be viewed as a special case of our problem. It is shown that ...
متن کاملConfidence Regions, Regularization and Non-Parametric Regression
In this paper we offer a unified approach to the problem of nonparametric regression on the unit interval. It is based on a universal, honest and non-asymptotic confidence region An which is defined by a set of linear inequalities involving the values of the functions at the design points. Interest will typically centre on certain simplest functions in An where simplicity can be defined in term...
متن کاملNonparametric Regression, Confidence Regions and Regularization
In this paper we offer a unified approach to the problem of nonparametric regression on the unit interval. It is based on a universal, honest and non-asymptotic confidence region An which is defined by a set of linear inequalities involving the values of the functions at the design points. Interest will typically centre on certain simplest functions in An where simplicity can be defined in term...
متن کاملJoint Confidence Regions
Confidence intervals are one of the most important topics in mathematical statistics which are related to statistical hypothesis tests. In a confidence interval, the aim is that to find a random interval that coverage the unknown parameter with high probability. Confidence intervals and its different forms have been extensively discussed in standard statistical books. Since the most of stati...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1990
ISSN: 0090-5364
DOI: 10.1214/aos/1176347756