| Asymptotic Theory of Nonlinear Regression 1997 Edition Contributor(s): Ivanov, A. a. (Author) |
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ISBN: 0792343352 ISBN-13: 9780792343356 Publisher: Springer OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: November 1996 Annotation: This book presents up-to-date mathematical results in asymptotic theory on nonlinear regression on the basis of various asymptotic expansions of least squares, its characteristics, and its distribution functions of functionals of Least Squares Estimator. It is divided into four chapters. In Chapter 1 assertions on the probability of large deviation of normal Least Squares Estimator of regression function parameters are made. Chapter 2 indicates conditions for Least Moduli Estimator asymptotic normality. An asymptotic expansion of Least Squares Estimator as well as its distribution function are obtained and two initial terms of these asymptotic expansions are calculated. Separately, the Berry-Esseen inequality for Least Squares Estimator distribution is deduced. In the third chapter asymptotic expansions related to functionals of Least Squares Estimator are dealt with. Lastly, Chapter 4 offers a comparison of the powers of statistical tests based on Least Squares Estimators. The Appendix gives an overview of subsidiary facts and a list of principal notations. Additional background information, grouped per chapter, is presented in the Commentary section. The volume concludes with an extensive Bibliography. Audience: This book will be of interest to mathematicians and statisticians whose work involves stochastic analysis, probability theory, mathematics of engineering, mathematical modelling, systems theory or cybernetics. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Mathematics | Applied - Science | System Theory |
| Dewey: 519.536 |
| LCCN: 96049689 |
| Series: Mathematics and Its Applications |
| Physical Information: 0.81" H x 6.14" W x 9.21" (1.44 lbs) 330 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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 (). |