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scientific article; zbMATH DE number 1165672
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scientific article; zbMATH DE number 1165672 |
Statements
14 June 1998
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saddlepoint approximation
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chi-square distribution
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0.92546076
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0.91993666
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0.9163772
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The authors consider the nonlinear regression model \(y_t=g(x_t,\beta )+\varepsilon_t,\;t=1,\dots,n\), where \(\varepsilon_1,\dots,\varepsilon_n\) are i.i.d. unobservable normally distributed errors with zero mean and variance \(\sigma^2.\) The regression function \(g(\cdot)\) and the design points \(x_1,\dots,x_n \in [0,1]\) are known. The residual sum of squares \[ RSS=\min_{\beta}{{1}\over{n}}\sum_{t=1}^n(y_t-g(x_t,\beta))^2 \] is investigated. It is shown that the saddlepoint approximation of first order for the distribution of \(RSS\) is a \(\chi^2\) distribution.
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