Parameter Estimation for Scientists and Engineers

DOI10.1002/9780470173862zbMath1129.62001MaRDI QIDQ3596009

A. van den Bos

Publication date: 28 August 2007

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

zbMATH Keywords

probability function; invariance; consistency; asymptotic normality; likelihood ratio test; mean squared error; hypothesis testing; linear model; Newton-Raphson method; error propagation; logistic model; asymptotic efficiency; remainder; contour; probability density function; precision; Fisher information; Newton method; least squares; maximum likelihood estimator; residual; Hermitian matrix; Gauss-Markov theorem; exponential family; parametric model; stationary point; regularity condition; best linear unbiased estimator; Taylor polynomial; covariance; multinomial distribution; Jacobian matrix; log-likelihood; likelihood function; numerical optimization; Levenberg-Marquardt method; standard deviation; Cauchy-Schwarz inequality; Hessian matrix; optimal experimental design; minimax estimator; steepest descent method; scalar; likelihood equation; Cramer-Rao lower bound; Cramer-Rao inequality; biased estimator; Prony's method; uncorrelated observations; steepest ascent method; generalized Gauss-Newton method; convergence in quadratic mean; Fisher scoring method; Poisson probability; nonlinear least squares estimation; expectation model; iteratively reweighted least squares method; Wilks's theorem; circularly complex; complex covariance matrix; complex stochastic variable; Dekker's theorem; efficient unbiased estimator; exact observation; generalized linear expectation model; influence of estimation of additional parameters; Jennrich and Moore property; Jennrich's theorem; joint real-complex normal distribution; linear combination of stochastic variables; linearly dependent stochastic variables; log-linear Poisson model; Lorentz line; mean lagged product; nonsystematic error; recursive linear least squares estimation; recursive with forgetting; size of tests; weighted linear least squares estimation

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62F10: Point estimation

62P30: Applications of statistics in engineering and industry; control charts

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

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