Non Linear Regression

Abstract

Let Y ~ N_n(ξ, σ²I) and assume that we have the following specification of the Mean

$$\xi = f\left( \theta \right),\theta \in \theta \subset R^P$$

(5.5)

. We shall assume that θ is compact with interior points and that f is injective and continuous. We further assume that f is twice continuously differentiable at interior points. Such a hypothesis will be called smooth.