On Formulas for the Distribution of Nonlinear L.S. Estimates
作者:
A. PÁZMAN,
期刊:
Statistics
(Taylor Available online 1987)
卷期:
Volume 18,
issue 1
页码: 3-15
ISSN:0233-1888
年代: 1987
DOI:10.1080/02331888708801983
出版商: Akademie-Verlag
关键词: Primary 62 J 02;Secondary 62 E 15;62 F 11;Nonlinear regression;least squares;differential geometry in statistics;probability density of estimates;formation matrix.
数据来源: Taylor
摘要:
Explicit formulas approximating the density of the least squares estimates in the gaussian nonlinear regression aer discussed. A new, simpler proof is presented for the formula given in A. PÁZMAN [6], and the terms evaluating the difference between the true and the approximative formulas are corrected. The presented investigation is nonasymptotic (i.e. for a fixed sample size).
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