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On confidence sequences for the parameters of a linear regression

 

作者: Rasul A. Khan,  

 

期刊: Sequential Analysis  （Taylor Available online 1984）
卷期: Volume 3, issue 1  

页码: 23-37

 

ISSN:0747-4946

 

年代: 1984

 

DOI:10.1080/07474948408836050

 

出版商: Marcel Dekker, Inc.

 

关键词: Confidence sequences;linear regression;martingale;transformation;maximal invariant;t-distribution

 

数据来源: Taylor

 

摘要:

Leti=1,2,...,where the x's are non-stochastic and e1,e2,... are iid N(0, σ2) random variables, and α,β and σ are unknown parameters. Confidence sequences for α and β are constructed with the aid of invariance and a number of interesting transformations. The ensuing sequential tests with power one are also briefly discussed.

 

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