Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions

Authors:
A. V. Timofeev
Affiliations:
"Center of Vocal Technologies,", St. Petersburg, Russia
Venue:
Automation and Remote Control
Year:
2009

Citing 3
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Abstract

The article suggests the sequential plan for confidence estimation of multidimensional parameters that nonlinearly enter into the regression equation. The solution is obtained in the nonasymptotic statement under the condition of the incomplete prior definiteness relative to the distribution of heteroscedastic observations.