Parameter Estimation for Scientists and Engineers

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asymptotic efficiencyasymptotic normalitybest linear unbiased estimatorbiased estimatorCauchy-Schwarz inequalitycircularly complexcomplex covariance matrixcomplex stochastic variableconsistencycontourconvergence in quadratic meancovarianceCramer-Rao inequalityCramer-Rao lower boundDekker's theoremefficient unbiased estimatorerror propagationexact observationexpectation modelexponential familyFisher informationFisher scoring methodGauss-Markov theoremgeneralized Gauss-Newton methodgeneralized linear expectation modelHermitian matrixHessian matrixhypothesis testinginfluence of estimation of additional parametersinvarianceiteratively reweighted least squares methodJacobian matrixJennrich and Moore propertyJennrich's theoremjoint real-complex normal distributionleast squaresLevenberg-Marquardt methodlikelihood equationlikelihood functionlikelihood ratio testlinear combination of stochastic variableslinear modellinearly dependent stochastic variableslog-likelihoodlog-linear Poisson modellogistic modelLorentz linemaximum likelihood estimatormean lagged productmean squared errorminimax estimatormultinomial distributionNewton methodNewton-Raphson methodnonlinear least squares estimationnonsystematic errornumerical optimizationoptimal experimental designparametric modelPoisson probabilityprecisionprobability density functionprobability functionProny's methodrecursive linear least squares estimationrecursive with forgettingregularity conditionremainderresidualscalarsize of testsstandard deviationstationary pointsteepest ascent methodsteepest descent methodTaylor polynomialuncorrelated observationsweighted linear least squares estimationWilks's theorem







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