Statistical efficiency of curve fitting algorithms

From MaRDI portal
Publication:957048

DOI10.1016/J.CSDA.2003.11.008zbMATH Open1429.62018arXivcs/0303015OpenAlexW2001617431MaRDI QIDQ957048FDOQ957048


Authors: C. Lesort, Nikolai Chernov Edit this on Wikidata


Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Abstract: We study the problem of fitting parametrized curves to noisy data. Under certain assumptions (known as Cartesian and radial functional models), we derive asymptotic expressions for the bias and the covariance matrix of the parameter estimates. We also extend Kanatani's version of the Cramer-Rao lower bound, which he proved for unbiased estimates only, to more general estimates that include many popular algorithms (most notably, the orthogonal least squares and algebraic fits). We then show that the gradient-weighted algebraic fit is statistically efficient and describe all other statistically efficient algebraic fits.


Full work available at URL: https://arxiv.org/abs/cs/0303015




Recommendations




Cites Work


Cited In (25)





This page was built for publication: Statistical efficiency of curve fitting algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q957048)