Distribution of the weighted L.S. estimates in nonlinear models with symmetrical errors

Andrej Pázman

Kybernetika (1988)

  • Volume: 24, Issue: 6, page 413-427
  • ISSN: 0023-5954

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Pázman, Andrej. "Distribution of the weighted L.S. estimates in nonlinear models with symmetrical errors." Kybernetika 24.6 (1988): 413-427. <http://eudml.org/doc/27343>.

@article{Pázman1988,
author = {Pázman, Andrej},
journal = {Kybernetika},
keywords = {elliptically symmetric distribution; approximation; density of the weighted least squares estimator},
language = {eng},
number = {6},
pages = {413-427},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Distribution of the weighted L.S. estimates in nonlinear models with symmetrical errors},
url = {http://eudml.org/doc/27343},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Pázman, Andrej
TI - Distribution of the weighted L.S. estimates in nonlinear models with symmetrical errors
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 6
SP - 413
EP - 427
LA - eng
KW - elliptically symmetric distribution; approximation; density of the weighted least squares estimator
UR - http://eudml.org/doc/27343
ER -

References

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  1. D. M. Bates, D. G. Watts, Relative curvature measures of nonlinearity, J. R. Statist. Soc. B 42 (1980), 1-25. (1980) Zbl0455.62028MR0567196
  2. T. Cacoullos, On minimum-distance location discrimination for isotropic distributions, In: Proc DIANA II Conf. On Discriminant Analysis, Cluster Analysis. Mathematical Inst. Czech. Acad. Sciences, Prague 1987, 1-16. (1987) 
  3. M. Fiedler, Special Matrices and Their Use in Numerical Mathematics, (in Czech). SNTL Prague 1981. (1981) 
  4. F. R. Gantmacher, Matrix Theory, (in Russian). Nauka, Moscow 1966. (1966) 
  5. D. Kelker, Distribution theory of spherical distributions and a location-scale parameter generalization, Sankhya 32A (1970), 419-430. (1970) Zbl0223.60008MR0287628
  6. Yu. G. Kuritsin, On the least square method for ellipticaly countered distributions, (in Russian). Teor. Veroyatnost. i Primenen. 31 (1986), 834-838. (1986) 
  7. A. Pázman, Probability distribution of the multivariete nonlinear least squares estimates, Kybernetika 20 (1984), 209-230. (1984) MR0763647
  8. A. Pázman, On formulas for the distribution of nonlinear L.S. estimates, Statistics 18 (1987), 3-15. (1987) MR0871446
  9. A. Pázman, On information matrices in nonlinear experimental design, J. Statist. Plann. Interference (in print). 
  10. C. R. Rao, Linear Statistical Inference and Its Applications. Second edition, J. Wiley, New York 1973. (1973) MR0346957

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