Higher Dimensional Nonlinear Regression-A Statistical Use of the Riemannian Curvature Tensor
作者:
Andrej Pázman,
期刊:
Statistics
(Taylor Available online 1993)
卷期:
Volume 25,
issue 1
页码: 17-25
ISSN:0233-1888
年代: 1993
DOI:10.1080/02331889308802428
出版商: Gordon & Breach Science Publishers
关键词: AMS 1980 subject classification;62J02;62F11;53C20;Nonlinear regression;maximum likelihood;distribution of estimators;curvature tensor
数据来源: Taylor
摘要:
Results presented in previous authors papers are extended from the case of a low dimension of the parameter to the case of an arbitrary dimension. In particular, for arbitrary nonlinear regression models with normal errors, we present in an explicit form the “almost exact” density of the maximum likelihood estimator. It is a better approximation than the one obtained by the saddle-point method. In all obtained results the Riemannian curvature tensor is of great importance.
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