Asymptotic Theory of Nonlinear Regression

By:

A.A. Ivanov

Format:

Hardback

Series:

Mathematics and its Applications

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Description

Presents up-to-date mathematical results in asymptotic theory on nonlinear regression on the basis of various asymptotic expansions of least squares, its characteristics, and its distribution functions of functionals of Least Squares Estimator. The text is divided into four chapters. In Chapter 1 assertions on the probability of large deviation of normal Least Squares Estimator of regression function parameters are made. Chapter 2 indicates conditions for Least Moduli Estimator asymptotic normality. An asymptotic expansion of Least Squares Estimator as well as its distribution function are obtained and two initial terms of these asymptotic expansions are calculated. Separately, the Berry-Esseen inequality for Least Squares Estimator distribution is deduced. In the third chapter asymptotic expansions related to functionals of Least Squares Estimator are dealt with. Lastly, Chapter 4 offers a comparison of the powers of statistical tests based on Least Squares Estimators. The Appendix gives an overview of subsidiary facts and a list of principal notations. Additional background information, grouped per chapter, is presented in the Commentary section.

Release date Australia

November 30th, 1996

Author

A.A. Ivanov

Audience

Professional & Vocational

Illustrations

VI, 330 p.

Pages

330

Series

Mathematics and its Applications

Dimensions

155x235x20

ISBN-13

9780792343356

Product ID

2051462

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