Geometry of Gaussian nonlinear regression. Parallel curves and confidence intervals
نویسنده
چکیده
The regression model yt = tjt(9u . . . . 0m) + s,; (i"= 1 , . . . , JV, 0 £ (9) is considered, with ;/; nonlinear and continuously twice differentiable and with («j, . . . , ejv) ~ V(0, £ ) , £ k n o w n . The one-dimensional case (i.e. m = 1) is investigated mainly. A nonlinear geometry of the sample space R is proposed and curves parallel to the set {(t/^9),..., tjN(0)); 6 e &} are considered. The results are used to construct confidence intervals for 0.
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عنوان ژورنال:
- Kybernetika
دوره 18 شماره
صفحات -
تاریخ انتشار 1982