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<図書>
Asymptotic theory of nonlinear regression

責任表示 by Alexander V. Ivanov
シリーズ Mathematics and its applications ; v. 389
データ種別 図書
出版者 Dordrecht ; Boston : Kluwer Academic Publishers
出版年 c1997
本文言語 英語
大きさ vi, 327 p. : ill. ; 25 cm
概要 Presents current mathematical results in asymptotic theory on nonlinear regression on the basis of various asymptotic expansions of least squares, its characteristics, and its distribution functions o... functionals of Least Squares Estimator. The first chapter makes assertions on the probability of large deviation of normal Least Squares Estimator of regression function parameters. The second chapter 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 Estimators are calculated. Chapter Three deals with asymptotic expansions related to functionals of Least Squares Estimator. Finally, Chapter Four compares the powers of statistical tests based on Least Squares Estimators. An appendix presents subsidiary facts and a list of principal notations. Annotation copyrighted by Book News, Inc., Portland, OR続きを見る

所蔵情報


理系図3F 数理独自 023211997002111 IVAN/15/1 1997

芸工2階 072032196006057 417/I91 1997

書誌詳細

一般注記 Includes bibliographical references (p. 309-324) and index
著者標目 *Ivanov, Alexander
件 名 LCSH:Regression analysis -- Asymptotic theory  全ての件名で検索
LCSH:Nonlinear theories
分 類 NDC9:417
LCC:QA278.2
DC21:519.5/36
書誌ID 1001057362
ISBN 0792343352
NCID BA29251877
巻冊次 ISBN:0792343352
登録日 2009.09.17
更新日 2009.11.02

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