The theoretical and computational challenges in least squares estimationof parameters in nonlinear regression models are well documented in statisticalliterature. The measures of nonlinearity are intended to quantify the degree ofnonlinearity and to explain the relationship between nonlinearity and statisticalproperties of a model. A new measure of nonlinearity reflecting the model’s globalbehavior is introduced and discussed in this paper. Two new criteria for globalminimum of the sum of squares in nonlinear regression incorporating this measureare presented and illustrated on several published examples
Haupt H, Oberhofer W. On asymptotic normality in nonlinear regression. Statistics & Probability ...
AbstractThe paper uses empirical process techniques to study the asymptotics of the least-squares es...
A general strategy for attacking problems in nonlinear least squares is developed. Parameters are cl...
An important problem in applied statistics is fitting a given model function f(fJ) with unknown para...
Quantitative iieasures of the nonlinearity of an analytical method are defined as follows: the “(dim...
A frequently encountered problem is the fitting of a data-vector by means of a model function with a...
International audienceIn this note a new high performance least squares parameter estimator is propo...
In nonlinear regression analysis, the residual sum of squares may possess multiple local minima. Th...
Interpreted as an instrumental variables estimator, nonlinear least squares constructs its instrumen...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
The aim of this thesis is a comprehensive description of the properties of a nonlinear least squares...
In nonlinear regression statistical analysis based upon interpretation of the parameter estimates ma...
Least squares parameter estimation algorithms for nonlinear systems are investigated based on a nonl...
A new approach to nonlinear modeling is presented which, by incorporating the global behavior of the...
Also published in: Journal of Process Control 10(2000), p. 113-123SIGLEAvailable from TIB Hannover: ...
Haupt H, Oberhofer W. On asymptotic normality in nonlinear regression. Statistics & Probability ...
AbstractThe paper uses empirical process techniques to study the asymptotics of the least-squares es...
A general strategy for attacking problems in nonlinear least squares is developed. Parameters are cl...
An important problem in applied statistics is fitting a given model function f(fJ) with unknown para...
Quantitative iieasures of the nonlinearity of an analytical method are defined as follows: the “(dim...
A frequently encountered problem is the fitting of a data-vector by means of a model function with a...
International audienceIn this note a new high performance least squares parameter estimator is propo...
In nonlinear regression analysis, the residual sum of squares may possess multiple local minima. Th...
Interpreted as an instrumental variables estimator, nonlinear least squares constructs its instrumen...
Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...
The aim of this thesis is a comprehensive description of the properties of a nonlinear least squares...
In nonlinear regression statistical analysis based upon interpretation of the parameter estimates ma...
Least squares parameter estimation algorithms for nonlinear systems are investigated based on a nonl...
A new approach to nonlinear modeling is presented which, by incorporating the global behavior of the...
Also published in: Journal of Process Control 10(2000), p. 113-123SIGLEAvailable from TIB Hannover: ...
Haupt H, Oberhofer W. On asymptotic normality in nonlinear regression. Statistics & Probability ...
AbstractThe paper uses empirical process techniques to study the asymptotics of the least-squares es...
A general strategy for attacking problems in nonlinear least squares is developed. Parameters are cl...