Second-order approximation of the entropy in nonlinear least-squares estimation

Luc Pronzato; Andrej Pázman

Kybernetika (1994)

  • Volume: 30, Issue: 2, page 187-198
  • ISSN: 0023-5954

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Pronzato, Luc, and Pázman, Andrej. "Second-order approximation of the entropy in nonlinear least-squares estimation." Kybernetika 30.2 (1994): 187-198. <http://eudml.org/doc/28152>.

@article{Pronzato1994,
author = {Pronzato, Luc, Pázman, Andrej},
journal = {Kybernetika},
keywords = {measures of variability; saddle-point approximation; least-squares estimator; second-order approximation; entropy; bias approximation},
language = {eng},
number = {2},
pages = {187-198},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Second-order approximation of the entropy in nonlinear least-squares estimation},
url = {http://eudml.org/doc/28152},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Pronzato, Luc
AU - Pázman, Andrej
TI - Second-order approximation of the entropy in nonlinear least-squares estimation
JO - Kybernetika
PY - 1994
PB - Institute of Information Theory and Automation AS CR
VL - 30
IS - 2
SP - 187
EP - 198
LA - eng
KW - measures of variability; saddle-point approximation; least-squares estimator; second-order approximation; entropy; bias approximation
UR - http://eudml.org/doc/28152
ER -

References

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  1. S. Amari, Differential-Geometrical Methods in Statistics, Springer, Berlin 1985. (1985) Zbl0559.62001MR0788689
  2. D. Bates, D. Watts, Relative curvature measures of nonlinearity, J. Roy. Statist. Soc. Ser. B 42 (1980), 1-25. (1980) Zbl0455.62028MR0567196
  3. M. Box, Bias in nonlinear estimation, J. Roy. Statist. Soc. Ser. B 33 (1971), 171-201. (1971) Zbl0232.62029MR0315827
  4. G. Clarke, Moments of the least-squares estimators in a non-linear regression model, J. Roy. Statist. Soc. Ser. B 42 (1980), 227-237. (1980) Zbl0436.62054MR0583361
  5. P. Hougaard, Saddlepoint approximations for curved exponential families, Statist. Probab. Lett. 3 (1985), 161-166. (1985) Zbl0573.62016MR0801863
  6. A. Pázman, Probability distribution of the multivariate nonlinear least-squares estimates, Kybernetika 20 (1984), 209-230. (1984) MR0763647
  7. A. Pázman, Small-sample distributional properties of nonlinear regression estimators (a geometric approach) (with discussion), Statistics 21 (1990), 3, 323-367. (1990) MR1062847
  8. N. Reid, Saddlepoint methods and statistical inference, Statist. Sci. 3 (1988), 213-238. (1988) Zbl0955.62541MR0968390

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