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Estimation of dispersion in nonlinear regression models with constraints. (English) Zbl 1060.62067
Summary: Dispersion of measurement results is an important parameter that enables us to characterize not only accuracy of measurements but enables us also to construct confidence regions and to test statistical hypotheses. In nonlinear regression models the estimator of dispersion is influenced by a curvature of the manifold of the mean value of the observation vector. The aim of the paper is to find the way how to determine a tolerable level of this curvature.
MSC:
62J02 General nonlinear regression
62H12 Estimation in multivariate analysis
65C60 Computational problems in statistics (MSC2010)
62J05 Linear regression; mixed models
62F10 Point estimation
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References:
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