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Linearization regions for a confidence ellipsoid in singular nonlinear regression models. (English) Zbl 1191.62119

Summary: A construction of confidence regions in nonlinear regression models is difficult mainly in the case that the dimension of an estimated vector parameter is large. A singularity is also a problem. Therefore some simple approximation of an exact confidence region is welcome. The aim of this paper is to give a small modification of a confidence ellipsoid constructed in a linearized model which is sufficient under some conditions for an approximation of the exact confidence region.

MSC:

62J02 General nonlinear regression
62H12 Estimation in multivariate analysis
62F25 Parametric tolerance and confidence regions
62J05 Linear regression; mixed models
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References:

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