Linearized models with constraints of type I.
type: Item
instance of: scholarly article
title: Linearized models with constraints of type I.
zbMATH Open document ID: 1099.62067
DOI: 10.1023/A:1026038009693
published in: Applications of Mathematics
publication date: 2006-11-21T00:00:00Z
review text: The author considers the nonlinear regression model \[ \mathbf Y\sim \mathcal N \big (\mathbf f(\mathbf \beta ),\,\mathbf \Sigma \big ), \] where the value of the vector parameter \(\mathbf \beta \) is unknown and constrained by a nonlinear condition \(\big \{\mathbf \beta \: g(\beta )=\mathbf 0\big \}\), where \(g(\cdot )\) is a function with continuous second derivatives. The main aim is to show how to proceed in estimation of parameters when either the linearized or quadratic approximation of the model is used. Of big practical interest are the simple but practically usable rules how to proceed in such a case.
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 5074678
zbMATH Keywords: nonlinear regression model with constraints
zbMATH Keywords: linearization
zbMATH Keywords: quadratization
author: Lubomír Kubáček
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 5074678