ENGLISH

Nonlinear Estimation

By Gavin J. S. Ross (auth.)

Book information

Publisher
Springer-Verlag New York
Year
1990
ISBN
978-1-4612-8001-9, 978-1-4612-3412-8
DOI
10.1007/978-1-4612-3412-8
Language
english
Format
PDF
Filesize
6 MB (6606112 bytes)
Series
Springer Series in Statistics
Edition
1
Pages
189\197
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
generalStatistics

Description

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.

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