| EPSRC Reference: |
EP/D034450/1 |
| Title: |
Estimation following nonlinear sequentially designed experiments |
| Principal Investigator: |
Coad, Dr D |
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| Department: |
Sch of Mathematical Sciences |
| Organisation: |
Queen Mary University of London |
| Scheme: |
Mathematics Small Grant PreFEC |
| Starts: |
24 October 2005 |
Ends: |
23 January 2006 |
Value (£): |
2,200
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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The research is concerned with the development of approximations for sequential designs which have a nonlinear structure. The approximations will be valuable for drawing inferences at the end of the designs and for use at the model-fitting stage of the analysis. Two problems will be investigated - inference following multi-parameter nonlinear sequentially designed experiments and estimation following threshold autoregressive models. For the former, the purpose is to provide accurate corrected confidence sets, while, for the latter, interest is in approximating the bias of the maximum likelihood estimators and constructing accurate corrected confidence intervals. Monte Carlo simulation will be used to assess the accuracy of the approximations. The research is a continuation of the work of Coad and Woodroofe (2005, J. Statist. Plann. Inf. 130, 63-83) on one-parameter adaptive nonlinear regression models and an application of the approach of Woodroofe and Coad (1997, Statist. Sinica 7, 53-74) on linear sequentially designed experiments.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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