An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
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Publication:6632594
DOI10.3150/23-bej1637MaRDI QIDQ6632594
Bruno Portier, P. Cénac, Antoine Godichon-Baggioni
Publication date: 5 November 2024
Published in: Bernoulli (Search for Journal in Brave)
stochastic optimizationonline estimationnonlinear regression modelstochastic Newton algorithmstochastic Gauss-Newton algorithm
Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Sequential statistical methods (62Lxx)
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