Previous |  Up |  Next

Article

Keywords:
properly recorded estimate; nonlinear regression; variances depending on the mean value parameters; confidence regions; bounds for the estimate
Summary:
The properly recorded standard deviation of the estimator and the properly recorded estimate are introduced. Bounds for the locally best linear unbiased estimator and estimate and also confidence regions for a linearly unbiasedly estimable linear functional of unknown parameters of the mean value are obtained in a special structure of nonlinear regression model. A sufficient condition for obtaining the properly recorded estimate in this model is also given.
References:
[1] W.S. Cleveland: Projection with the wrong inner product and its application to regression with correlated errors and linear filtering of time series. The Annals of Math. Statistics 42 (1971), 616-624. DOI 10.1214/aoms/1177693411 | MR 0286236 | Zbl 0234.62026
[2] D. Hofmann: Handbuch Messtechnik und Qualitätsicherung. VEB Verlag Technik, Berlin, 1986.
[3] K.M.S. Humak: Statistische Methoden der Modellbildung III. Akademie Verlag, Berlin, 1984. MR 0755875 | Zbl 0556.62051
[4] L. Kubáček: Foundations of Estimation Theory. Elsevier, Amsterdam, 1988. MR 0995671
[5] K. Rinner, F. Benz: Jordan/Eggert/Kneissl Handbuch der Vermessungskunde, Band VI. Stuttgart, 1971.
Partner of
EuDML logo