Almost exact distributions of estimators I-low dimensional nonlinear regression

DOI10.1080/02331889008802220zbMath0712.62059OpenAlexW2065175800MaRDI QIDQ3197142

Andrej Pázman

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802220

zbMATH Keywords

approximationsmaximum likelihood estimatorscurvaturesleast squares estimatorsnormally distributed errorsalmost exact

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) General nonlinear regression (62J02) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Almost exact distributions of estimators ii- hat nonlinear regression models ⋮ Higher Dimensional Nonlinear Regression-A Statistical Use of the Riemannian Curvature Tensor

Cites Work

• Accounting for intrinsic nonlinearity in nonlinear regression parameter inference regions
• Small sample asymptotic expansions for multivariate M-estimates
• Saddlepoint approximations for curved exponential families
• Almost exact distributions of estimators ii- hat nonlinear regression models
• Saddlepoint approximations for estimating equations
• The Asymptotic Distribution of Nonlinear Regression Parameter Estimates: Improving the Approximation
• On Formulas for the Distribution of Nonlinear L.S. Estimates

This page was built for publication: Almost exact distributions of estimators I-low dimensional nonlinear regression