Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 7, 1988 - Issue 2
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Original Articles

Sequential shrinkage estimation in the general linear model

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Pages 149-163 | Published online: 29 Mar 2007

References

  • Fabian , V. and Hannan , J. 1985 . Introduction to Probability and Mathematical Statistics , New York : Wiley .
  • Finster , M. 1983 . A frequentistic approach to sequential estimation in the general linear model . Jour. Amer. Statist. Assoc. , 78 : 403 – 407 .
  • Ghosh , M. , Nickerson , D. M. and Sen , P. K. 1987 . Sequential shrinkage estimation . Ann. Statist. , 15 : 817 – 829 .
  • Lai , T. L. and Siegmund , D. 1977 . A non-linear renewal theory with application to sequential analysis I . Ann. Statist. , 5 : 946 – 954 .
  • Lai , T. L. and Siegmund , D. 1979 . Non linear renewal theory with application to sequential analysis II . Ann. Statist. , 7 : 60 – 76 .
  • Nickerson , D. M. 1987 . Sequential shrinkage estimation of linear regression parameters . Sequential Analysis , 6 : 93 – 117 .
  • Robbins , H. E. 1959 . Sequential estimation of the mean of a normal population . Probability and Statistics , 6 : 235 – 245 . (Harald Cramèr volume) Alamquist Uppsala
  • Stein , C. M. 1981 . Estimation of the mean of a Multivariate normal distribution . Ann. Statist. , 9 : 1135 – 1151 .
  • Woodroofe , M. 1982 . Nonlinear renewal theory in Sequential analysis , Philadelphia : SIAM .

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