# Properties of the generalized nonlinear least squares method applied for fitting distribution to data

Discussiones Mathematicae Probability and Statistics (2015)

- Volume: 35, Issue: 1-2, page 75-94
- ISSN: 1509-9423

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topMirta Benšić. "Properties of the generalized nonlinear least squares method applied for fitting distribution to data." Discussiones Mathematicae Probability and Statistics 35.1-2 (2015): 75-94. <http://eudml.org/doc/276549>.

@article{MirtaBenšić2015,

abstract = {We introduce and analyze a class of estimators for distribution parameters based on the relationship between the distribution function and the empirical distribution function. This class includes the nonlinear least squares estimator and the weighted nonlinear least squares estimator which has been used in parameter estimation for lifetime data (see e.g. [6, 8]) as well as the generalized nonlinear least squares estimator proposed in [3]. Sufficient conditions for consistency and asymptotic normality are given. Capability and limitations are illustrated by simulations.},

author = {Mirta Benšić},

journal = {Discussiones Mathematicae Probability and Statistics},

keywords = {generalized least squares; distribution fitting; generalized method of moments; Anderson-Darling statistic; Cramer-von Mises statistic; nonlinear regression; Weibull distribution},

language = {eng},

number = {1-2},

pages = {75-94},

title = {Properties of the generalized nonlinear least squares method applied for fitting distribution to data},

url = {http://eudml.org/doc/276549},

volume = {35},

year = {2015},

}

TY - JOUR

AU - Mirta Benšić

TI - Properties of the generalized nonlinear least squares method applied for fitting distribution to data

JO - Discussiones Mathematicae Probability and Statistics

PY - 2015

VL - 35

IS - 1-2

SP - 75

EP - 94

AB - We introduce and analyze a class of estimators for distribution parameters based on the relationship between the distribution function and the empirical distribution function. This class includes the nonlinear least squares estimator and the weighted nonlinear least squares estimator which has been used in parameter estimation for lifetime data (see e.g. [6, 8]) as well as the generalized nonlinear least squares estimator proposed in [3]. Sufficient conditions for consistency and asymptotic normality are given. Capability and limitations are illustrated by simulations.

LA - eng

KW - generalized least squares; distribution fitting; generalized method of moments; Anderson-Darling statistic; Cramer-von Mises statistic; nonlinear regression; Weibull distribution

UR - http://eudml.org/doc/276549

ER -

## References

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