Probability distribution of the multivariate nonlinear least squares estimates

Andrej Pázman

Kybernetika (1984)

  • Volume: 20, Issue: 3, page 209-230
  • ISSN: 0023-5954

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Pázman, Andrej. "Probability distribution of the multivariate nonlinear least squares estimates." Kybernetika 20.3 (1984): 209-230. <http://eudml.org/doc/28735>.

@article{Pázman1984,
author = {Pázman, Andrej},
journal = {Kybernetika},
keywords = {information matrix; Gaussian nonlinear regression model; approximative probability density of the least squares estimate; center of curvature; mean-values manifold},
language = {eng},
number = {3},
pages = {209-230},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Probability distribution of the multivariate nonlinear least squares estimates},
url = {http://eudml.org/doc/28735},
volume = {20},
year = {1984},
}

TY - JOUR
AU - Pázman, Andrej
TI - Probability distribution of the multivariate nonlinear least squares estimates
JO - Kybernetika
PY - 1984
PB - Institute of Information Theory and Automation AS CR
VL - 20
IS - 3
SP - 209
EP - 230
LA - eng
KW - information matrix; Gaussian nonlinear regression model; approximative probability density of the least squares estimate; center of curvature; mean-values manifold
UR - http://eudml.org/doc/28735
ER -

References

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  1. B. Hostinský, Diferenciální geometrie křivek a ploch, (Differential geometry of curves and surfaces). Přírodovědecké nakladatelství JČSMF, Praha 1950. (1950) 
  2. V. Jarník, Diferenciální počet II, (Differential calculus). NČSAV, Praha 1956. (1956) 
  3. J. Milnor, Morse Theory, Princeton Univ. Press, Princeton, N. J. 1963. (1963) Zbl0108.10401MR0163331
  4. A. Pázman, Geometry of gaussian nonlinear regression - parallel curves and confidence intervals, Kybernetika 18 (1982), 376-396. (1982) MR0686519
  5. A. Pázman, Nonlinear least squares - uniqueness versus ambiguity, Math. Operationsforsch. Statist. Ser. Statistics 14 (1984) (to appear.) (1984) MR0756337
  6. A. Rényi, Teorie pravděpodobnosti, (Probability theory). Academia, Praha 1972. (1972) MR0350789
  7. S. Sternberg, Lectures on Differential Geometry, Second printing. Prentice-Hall, Englewood Cliffs 1965. (1965) MR0193578

Citations in EuDML Documents

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  1. Andrej Pázman, A sufficient statistic and a nonstandard linearization in nonlinear regression
  2. Luc Pronzato, Andrej Pázman, Second-order approximation of the entropy in nonlinear least-squares estimation
  3. Andrej Pázman, Distribution of the weighted L.S. estimates in nonlinear models with symmetrical errors
  4. Andrej Pázman, Criteria for optimal design of small-sample experiments with correlated observations
  5. Andrej Pázman, On the uniqueness of the M. L. estimates in curved exponential families
  6. Wladyslaw Magiera, Urszula Libal, Agnieszka Wielgus, Efficient measurement of higher-order statistics of stochastic processes

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