| dc.contributor | 統計系 | en_US |
| dc.creator (作者) | Chen,Shen-Chien;Weng,Ruby C;Huang,Tzeeming | en_US |
| dc.date (日期) | 2010-01 | en_US |
| dc.date.accessioned | 14-Nov-2014 17:58:58 (UTC+8) | - |
| dc.date.available | 14-Nov-2014 17:58:58 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Nov-2014 17:58:58 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/71478 | - |
| dc.description.abstract (摘要) | Consider an adaptive linear model , where xt=(xt1,…,xtp)′ may depend on previous responses. Woodroofe and Coad [1999. Corrected confidence sets for sequentially designed experiments: examples. In: Ghosh, S. (Ed.), Multivariate Analysis, Design of Experiments, and Survey Sampling. Marcel Dekker, Inc., New York, pp. 135–161] derived very weak asymptotic expansions for the distributions of an appropriate pivotal quantity and constructed corrected confidence sets for θ, where the correction terms involve the limit of (as n approaches infinity) and its derivatives with respect to θ. However, the analytic form of this limit and its derivatives may not be tractable in some models. This paper proposes a numerical method to approximate the correction terms. For the resulting approximate pivot, we show that under mild conditions the error induced by numerical approximation is op(1/n). Then, we assess the accuracy of the proposed method by an autoregressive model and a threshold autoregressive model. | en_US |
| dc.format.extent | 207804 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Journal of Statistical Planning and Inference,140(1),297-309 | en_US |
| dc.title (題名) | Corrected Confidence Intervals for Parameters in Adaptive Linear Models | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.jspi.2009.07.014 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.jspi.2009.07.014 | en_US |
