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Nonlinear estimation problems

In: Tatra Mountains Mathematical Publications, vol. 17, no. 3
Henning Läuter
Detaily:
Rok, strany: 1999, 11 - 25
O článku:
The maximum likelihood or least squares estimators are solutions of (in general) nonlinear equations and those are very often ill-posed. Hence we consider in the first part the regularization of ill-posed problems and find that in linear cases an optimal regularization is to be found. In nonlinear problems an optimal regularization is unknown. In the second part we consider a nonparametric goodness of fit and find that the maximum likelihood estimator has an asymptotic expansion which is used for the computation of the power of the test.
Ako citovať:
ISO 690:
Läuter, H. 1999. Nonlinear estimation problems. In Tatra Mountains Mathematical Publications, vol. 17, no.3, pp. 11-25. 1210-3195.

APA:
Läuter, H. (1999). Nonlinear estimation problems. Tatra Mountains Mathematical Publications, 17(3), 11-25. 1210-3195.