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Avtomatika i Telemekhanika, 2009, Issue 2, Pages 68–79 (Mi at418)  

Stochastic Systems

Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions

A. V. Timofeev

"Center of Vocal Technologies", St. Petersburg, Russia
References:
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.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 23.07.2007
English version:
Automation and Remote Control, 2009, Volume 70, Issue 2, Pages 233–243
DOI: https://doi.org/10.1134/S0005117909020052
Bibliographic databases:
Document Type: Article
PACS: 02.30.Yy, 02.50.Cw, 02.50.Sk
Language: Russian
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
Citation in format AMSBIB
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    Avtomatika i Telemekhanika
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    Full-text PDF :74
    References:32
    First page:5
     
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