A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression
We consider new approximations for the marginal density of parameter estimates in nonlinear regression, and more generally for the density of any smooth scalar function G(y) with y normally distributed. These approximations are derived via a Dirac-function technique.
Year of publication: |
1996
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Authors: | Pázman, A. ; Pronzato, L. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 2, p. 159-167
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Publisher: |
Elsevier |
Keywords: | Marginal densities Nonlinear regression Distribution of nonlinear statistics Dirac function |
Saved in:
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