Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression |
| |
| Authors: | Andrey V Timofeev |
| |
| Institution: | aDepartment of Statistics, Speech Technology Center, 4 Krasutskogo Street, St.-Petersburg, 196084, Russia |
| |
| Abstract: | In this paper we consider a sequential design for the estimation of nonlinear parameters of regression with guaranteed accuracy. Non-asymptotic confidence regions with fixed sizes for the least squares estimates are used. The obtained confidence region is valid for finite numbers of data points when the distributions of the observations are unknown. |
| |
| Keywords: | Non-asymptotic nonlinear estimation Sequential analysis Confidence regions Guaranteed accuracy |
| 本文献已被 ScienceDirect 等数据库收录！ |
