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Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions

  • Stochastic Systems
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Abstract

The article suggests the sequential plan for confidence estimation of multidimensional parameters that nonlinearly enter into the regression equation. The solution is obtained in the nonasymptotic statement under the condition of the incomplete prior definiteness relative to the distribution of heteroscedastic observations.

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Authors and Affiliations

  1. “Center of Vocal Technologies,”, St. Petersburg, Russia

    A. V. Timofeev

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  1. A. V. Timofeev
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Original Russian Text © A.V. Timofeev, 2009, published in Avtomatika i Telemekhanika, 2009, No. 2, pp. 68–79.

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Timofeev, A.V. Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions. Autom Remote Control 70, 233–243 (2009). https://doi.org/10.1134/S0005117909020052

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  • DOI: https://doi.org/10.1134/S0005117909020052

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