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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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A New Approach to Statistical Efficiency of Weighted Least Squares Fitting Algorithms for Reparameterization of Nonlinear Regression Models

Zheng, Shimin, Gupta, A. K. 01 April 2012 (has links)
We study nonlinear least-squares problem that can be transformed to linear problem by change of variables. We derive a general formula for the statistically optimal weights and prove that the resulting linear regression gives an optimal estimate (which satisfies an analogue of the Rao–Cramer lower bound) in the limit of small noise.
efficiency
nonlinear regression
Rao–Cramer bound
reparameterization
small sigma asymptotic
weighted least squares
Biostatistics and Epidemiology
Biostatistics
Mathematics

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