Linearization regions for a confidence ellipsoid in singular nonlinear regression models
Lubomír Kubáček; Eva Tesaříková
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica (2009)
- Volume: 48, Issue: 1, page 73-82
- ISSN: 0231-9721
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topKubáček, Lubomír, and Tesaříková, Eva. "Linearization regions for a confidence ellipsoid in singular nonlinear regression models." Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 48.1 (2009): 73-82. <http://eudml.org/doc/35179>.
@article{Kubáček2009,
abstract = {A construction of confidence regions in nonlinear regression models is difficult mainly in the case that the dimension of an estimated vector parameter is large. A singularity is also a problem. Therefore some simple approximation of an exact confidence region is welcome. The aim of the paper is to give a small modification of a confidence ellipsoid constructed in a linearized model which is sufficient under some conditions for an approximation of the exact confidence region.},
author = {Kubáček, Lubomír, Tesaříková, Eva},
journal = {Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica},
keywords = {Nonlinear regression model; confidence region; singularity; nonlinear regression model; confidence region; singularity},
language = {eng},
number = {1},
pages = {73-82},
publisher = {Palacký University Olomouc},
title = {Linearization regions for a confidence ellipsoid in singular nonlinear regression models},
url = {http://eudml.org/doc/35179},
volume = {48},
year = {2009},
}
TY - JOUR
AU - Kubáček, Lubomír
AU - Tesaříková, Eva
TI - Linearization regions for a confidence ellipsoid in singular nonlinear regression models
JO - Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
PY - 2009
PB - Palacký University Olomouc
VL - 48
IS - 1
SP - 73
EP - 82
AB - A construction of confidence regions in nonlinear regression models is difficult mainly in the case that the dimension of an estimated vector parameter is large. A singularity is also a problem. Therefore some simple approximation of an exact confidence region is welcome. The aim of the paper is to give a small modification of a confidence ellipsoid constructed in a linearized model which is sufficient under some conditions for an approximation of the exact confidence region.
LA - eng
KW - Nonlinear regression model; confidence region; singularity; nonlinear regression model; confidence region; singularity
UR - http://eudml.org/doc/35179
ER -
References
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