Parameter Estimation for Scientists and Engineers

DOI10.1002/9780470173862zbMATH Open1129.62001OpenAlexW1546617100MaRDI QIDQ3596009FDOQ3596009

Authors: A. van den Bos 

Publication date: 28 August 2007

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

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zbMATH Keywords

probability functionasymptotic normalityconsistencycovariancehypothesis testinglinear modelasymptotic efficiencyinvarianceleast squaresoptimal experimental designresiduallikelihood ratio testmean squared errormultinomial distributionexponential familyLevenberg-Marquardt methodmaximum likelihood estimatorprobability density functionHermitian matrixlogistic modelminimax estimatornumerical optimizationcontourNewton methodregularity conditionremainderstandard deviationstationary pointTaylor polynomialFisher informationHessian matrixsteepest descent methodbest linear unbiased estimatorlikelihood functionscalarlikelihood equationerror propagationNewton-Raphson methodCramer-Rao lower boundGauss-Markov theoremJacobian matrixCramer-Rao inequalityCauchy-Schwarz inequalityparametric modelprecisionbiased estimatorProny's methoduncorrelated observationssteepest ascent methodconvergence in quadratic meangeneralized Gauss-Newton methodlog-likelihoodFisher 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

Point estimation (62F10) Nonparametric estimation (62G05) 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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