Title:
|
Second-order approximation of the entropy in nonlinear least-squares estimation (English) |
Author:
|
Pronzato, Luc |
Author:
|
Pázman, Andrej |
Language:
|
English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
30 |
Issue:
|
2 |
Year:
|
1994 |
Pages:
|
187-198 |
. |
Category:
|
math |
. |
MSC:
|
62E17 |
MSC:
|
62E20 |
MSC:
|
62F12 |
MSC:
|
62J02 |
MSC:
|
62K05 |
idZBL:
|
Zbl 0812.62071 |
idMR:
|
MR1283494 |
. |
Date available:
|
2009-09-24T18:46:14Z |
Last updated:
|
2012-06-06 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124997 |
. |
Related article:
|
http://dml.cz/handle/10338.dmlcz/125232 |
. |
Reference:
|
[1] S. Amari: Differential-Geometrical Methods in Statistics.Springer, Berlin 1985. Zbl 0559.62001, MR 0788689 |
Reference:
|
[2] D. Bates, D. Watts: Relative curvature measures of nonlinearity.J. Roy. Statist. Soc. Ser. B 42 (1980), 1-25. Zbl 0455.62028, MR 0567196 |
Reference:
|
[3] M. Box: Bias in nonlinear estimation.J. Roy. Statist. Soc. Ser. B 33 (1971), 171-201. Zbl 0232.62029, MR 0315827 |
Reference:
|
[4] G. Clarke: Moments of the least-squares estimators in a non-linear regression model.J. Roy. Statist. Soc. Ser. B 42 (1980), 227-237. Zbl 0436.62054, MR 0583361 |
Reference:
|
[5] P. Hougaard: Saddlepoint approximations for curved exponential families.Statist. Probab. Lett. 3 (1985), 161-166. Zbl 0573.62016, MR 0801863 |
Reference:
|
[6] A. Pázman: Probability distribution of the multivariate nonlinear least-squares estimates.Kybernetika 20 (1984), 209-230. MR 0763647 |
Reference:
|
[7] A. Pázman: Small-sample distributional properties of nonlinear regression estimators (a geometric approach) (with discussion).Statistics 21 (1990), 3, 323-367. MR 1062847 |
Reference:
|
[8] N. Reid: Saddlepoint methods and statistical inference.Statist. Sci. 3 (1988), 213-238. Zbl 0955.62541, MR 0968390 |
. |