Parameter Estimation for Scientists and Engineers

DOI10.1002/9780470173862zbMath1129.62001OpenAlexW1546617100MaRDI QIDQ3596009

A. van den Bos

Publication date: 28 August 2007

Full work available at URL: https://doi.org/10.1002/9780470173862

zbMATH Keywords

probability functioninvarianceconsistencyasymptotic normalitylikelihood ratio testmean squared errorhypothesis testinglinear modelNewton-Raphson methoderror propagationlogistic modelasymptotic efficiencyremaindercontourprobability density functionprecisionFisher informationNewton methodleast squaresmaximum likelihood estimatorresidualHermitian matrixGauss-Markov theoremexponential familyparametric modelstationary pointregularity conditionbest linear unbiased estimatorTaylor polynomialcovariancemultinomial distributionJacobian matrixlog-likelihoodlikelihood functionnumerical optimizationLevenberg-Marquardt methodstandard deviationCauchy-Schwarz inequalityHessian matrixoptimal experimental designminimax estimatorsteepest descent methodscalarlikelihood equationCramer-Rao lower boundCramer-Rao inequalitybiased estimatorProny's methoduncorrelated observationssteepest ascent methodgeneralized Gauss-Newton methodconvergence in quadratic meanFisher scoring methodPoisson probabilitynonlinear least squares estimationexpectation modeliteratively reweighted least squares methodWilks's theoremcircularly complexcomplex covariance matrixcomplex stochastic variableDekker's theoremefficient unbiased estimatorexact observationgeneralized linear expectation modelinfluence of estimation of additional parametersJennrich and Moore propertyJennrich's theoremjoint real-complex normal distributionlinear combination of stochastic variableslinearly dependent stochastic variableslog-linear Poisson modelLorentz linemean lagged productnonsystematic errorrecursive linear least squares estimationrecursive with forgettingsize of testsweighted linear least squares estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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