Linear versus quadratic estimators in linearized models.
From MaRDI portal
Publication:851610
DOI10.1023/B:APOM.0000027217.32120.89zbMATH Open1099.62523MaRDI QIDQ851610FDOQ851610
Authors: Lubomír Kubáček 
Publication date: 21 November 2006
Published in: Applications of Mathematics (Search for Journal in Brave)
Recommendations
Point estimation (62F10) General nonlinear regression (62J02) Linear regression; mixed models (62J05)
Cites Work
- Title not available (Why is that?)
- Confidence regions in nonlinear regression models
- Computing the distribution of quadratic forms in normal variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A comparison of linearization and quadratization domains
- On a linearization of regression models
- How to deal with regression models with a nonlinearity
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Linear versus quadratic estimators in linearized models.
Cited In (8)
- Title not available (Why is that?)
- An Approximate Closed Form Solution for a Quadratic Dose–Response Model*
- Linearized regression model with constraints of type II.
- Linear versus quadratic estimators in linearized models.
- On a linearization of regression models
- Stable least squares solutions to quasi-linearization regression models
- Title not available (Why is that?)
- Linearization conditions for regression models with unknown variance parameter.
This page was built for publication: Linear versus quadratic estimators in linearized models.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q851610)
