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Asymptotic Theory of Nonlinear Regression
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Asymptotic Theory of Nonlinear Regression Hardcover - 1996 - 1997th Edition

by A. a. Ivanov


From the publisher

Let us assume that an observation Xi is a random variable (r.v.) with values in 1 1 (1R1, 8 ) and distribution Pi (1R1 is the real line, and 8 is the cr-algebra of its Borel subsets). Let us also assume that the unknown distribution Pi belongs to a 1 certain parametric family (Pi(), () E e). We call the triple i = (1R1, 8, Pi(), () E e) a statistical experiment generated by the observation Xi. n We shall say that a statistical experiment n = (lRn, 8, P;, () E e) is the product of the statistical experiments i, i = 1, ..., n if PO' = P () X ... X P () (IRn 1 n n is the n-dimensional Euclidean space, and 8 is the cr-algebra of its Borel subsets). In this manner the experiment n is generated by n independent observations X = (X1, ..., Xn). In this book we study the statistical experiments n generated by observations of the form j = 1, ..., n. (0.1) Xj = g(j, ()) + cj, c c In (0.1) g(j, ()) is a non-random function defined on e, where e is the closure in IRq of the open set e IRq, and C j are independent r. v .-s with common distribution function (dJ.) P not depending on ().

Details

  • Title Asymptotic Theory of Nonlinear Regression
  • Author A. a. Ivanov
  • Binding Hardcover
  • Edition number 1997th
  • Edition 1997
  • Pages 330
  • Volumes 1
  • Language ENG
  • Publisher Springer
  • Date 1996-11-30
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • ISBN 9780792343356 / 0792343352
  • Weight 1.44 lbs (0.65 kg)
  • Dimensions 9.21 x 6.14 x 0.81 in (23.39 x 15.60 x 2.06 cm)
  • Library of Congress subjects Nonlinear theories, Regression analysis - Asymptotic theory
  • Library of Congress Catalog Number 96049689
  • Dewey Decimal Code 519.536
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ASYMPTOTIC THEORY OF NONLINEAR REGRESSION
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