Linearization regions for confidence ellipsoids. (English) Zbl 1165.62323

Summary: If an observation vector in a nonlinear regression model is normally distributed, then an algorithm for determination of the exact \((1-\alpha)\)-confidence region for the parameter of the mean value of the observation vector is well known. However its numerical realization is tedious and therefore it is of some interest to find some condition which enables us to construct this region in a simpler way.


62H12 Estimation in multivariate analysis
62J02 General nonlinear regression
62F25 Parametric tolerance and confidence regions
62J05 Linear regression; mixed models
65C60 Computational problems in statistics (MSC2010)


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