書誌事項

Nonlinear estimation

Gavin J.S. Ross

(Springer series in statistics)

Springer-Verlag, c1990

  • : us
  • : gw

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注記

Bibliography: p. [178]-182

Includes index

内容説明・目次

巻冊次

: us ISBN 9780387972787

内容説明

Non-Linear Estimation is a handbook for the practical statistician or modeller interested in fitting and interpreting non-linear models with the aid of a computer. A major theme of the book is the use of 'stable parameter systems'; these provide rapid convergence of optimization algorithms, more reliable dispersion matrices and confidence regions for parameters, and easier comparison of rival models. The book provides insights into why some models are difficult to fit, how to combine fits over different data sets, how to improve data collection to reduce prediction variance, and how to program particular models to handle a full range of data sets. The book combines an algebraic, a geometric and a computational approach, and is illustrated with practical examples. A final chapter shows how this approach is implemented in the author's Maximum Likelihood Program, MLP.
巻冊次

: gw ISBN 9783540972785

内容説明

"Non-linear Estimation" is a handbook for the practical statistician or modeller interested in fitting and interpreting non-linear models with the aid of a computer. A major theme of the book is the use of "stable parameter systems"; these provide rapid convergence of optimization algorithms, more reliable dispersion matrices and confidence regions for parameters, and easier comparison of rival models. The book provides insights into why some models are difficult to fit, how to combine fits over different data sets, how to improve data collection to reduce prediction variance, and how to program particular models to handle a full range of data sets. The book combines an algebraic, a geometric and a computational approach, and is illustrated with practical examples. A final chapter shows how this approach is implemented in the author's Maximum Likelihood Programme, MLP.

目次

  • Models, parameters and estimation
  • transformation of parameters
  • inference and stable transformations
  • the geometry of non-linear inference
  • computing methods for non-linear modeling
  • practical applications of non-linear modelling
  • a programme for fitting non-linear models, MLP.

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