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Avtomatika i Telemekhanika, 2009, Issue 2, Pages 68–79
(Mi at418)
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Stochastic Systems
Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions
A. V. Timofeev "Center of Vocal Technologies", St. Petersburg, Russia
Abstract:
The article suggests the sequential plan for confidence estimation of multidimensional parameters that nonlinearly enter into the regression equation. The solution is obtained in the nonasymptotic statement under the condition of the incomplete prior definiteness relative to the distribution of heteroscedastic observations.
Citation:
A. V. Timofeev, “Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions”, Avtomat. i Telemekh., 2009, no. 2, 68–79; Autom. Remote Control, 70:2 (2009), 233–243
Linking options:
https://www.mathnet.ru/eng/at418 https://www.mathnet.ru/eng/at/y2009/i2/p68
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