
Asymptotic Theory of Nonlinear Regression
A.A. Ivanov(Author)
Springer (Publisher)
Published on 6. December 2010
Book
Paperback/Softback
VI, 330 pages
978-90-481-4775-5 (ISBN)
Description
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 ().
More details
Series
Edition
Softcover reprint of the original 1st ed. 1997
Language
English
Place of publication
Dordrecht
Netherlands
Target group
Professional and scholarly
Research
Illustrations
VI, 330 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 19 mm
Weight
517 gr
ISBN-13
978-90-481-4775-5 (9789048147755)
DOI
10.1007/978-94-015-8877-5
Schweitzer Classification
Other editions
Additional editions

A.A. Ivanov
Asymptotic Theory of Nonlinear Regression
Book
11/1996
Kluwer Academic Publishers
€106.99
Shipment within 15-20 days
Content
1 Consistency.- 2 Approximation by a Normal Distribution.- 3 Asymptotic Expansions Related to the Least Squares Estimator.- 4 Geometric Properties of Asymptotic Expansions.- I Subsidiary Facts.- II List of Principal Notations.- Commentary.- 1.- 2.- 3.- 4.