Asymptotic Theory of Nonlinear Regression

Let us assume that an observation Xi is a random variable (r.v.) with values in 1 1 (1R1 , 8 ) and distribution Pi (1R1 is the real line, and 8 is the cr-algebra of its Borel subsets). Let us also assume that the unknown distribution Pi belongs to a 1 certain parametric family {Pi() , () E e}. We ca...

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Bibliographic Details
Main Author: Ivanov, A.A.
Format: eBook
Language:English
Published: Dordrecht Springer Netherlands 1997, 1997
Edition:1st ed. 1997
Series:Mathematics and Its Applications
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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245 0 0 |a Asymptotic Theory of Nonlinear Regression  |h Elektronische Ressource  |c by A.A. Ivanov 
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260 |a Dordrecht  |b Springer Netherlands  |c 1997, 1997 
300 |a VI, 330 p  |b online resource 
505 0 |a 1 Consistency -- 2 Approximation by a Normal Distribution -- 3 Asymptotic Expansions Related to the Least Squares Estimator -- 4 Geometric Properties of Asymptotic Expansions -- I Subsidiary Facts -- II List of Principal Notations -- Commentary -- 1 -- 2 -- 3 -- 4 
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653 |a Control theory 
653 |a Systems Theory, Control 
653 |a Probability Theory 
653 |a System theory 
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653 |a Statistics 
653 |a Mathematics 
653 |a Probabilities 
653 |a Mathematical models 
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520 |a Let us assume that an observation Xi is a random variable (r.v.) with values in 1 1 (1R1 , 8 ) and distribution Pi (1R1 is the real line, and 8 is the cr-algebra of its Borel subsets). Let us also assume that the unknown distribution Pi belongs to a 1 certain parametric family {Pi() , () E e}. We call the triple £i = {1R1 , 8 , Pi(), () E e} a statistical experiment generated by the observation Xi. n We shall say that a statistical experiment £n = {lRn, 8 , P; ,() E e} is the product of the statistical experiments £i, i = 1, ... ,n if PO' = P () X ... X P () (IRn 1 n n is the n-dimensional Euclidean space, and 8 is the cr-algebra of its Borel subsets). In this manner the experiment £n is generated by n independent observations X = (X1, ... ,Xn). In this book we study the statistical experiments £n generated by observations of the form j = 1, ... ,n. (0.1) Xj = g(j, (}) + cj, c c In (0.1) g(j, (}) is a non-random function defined on e , where e is the closure in IRq of the open set e ~ IRq, and C j are independent r. v .-s with common distribution function (dJ.) P not depending on ()