Many nonlinear least squares estimation programs are terminated by means of a numerical test. Usually, relative change criteria of the residual error and/or of the parameters are proposed and implemented in the international packages and libraries. A statistical confidence region based upon an orthogonal decomposition of the residual error may define a good neighborhood of least squars solution. The properties of this set estimation are summarized by the distersion function.
Criterio statistico di convergenza alla soluzione dei minimi quadrati nella regressione non lineare
GUSEO, RENATO
1985
Abstract
Many nonlinear least squares estimation programs are terminated by means of a numerical test. Usually, relative change criteria of the residual error and/or of the parameters are proposed and implemented in the international packages and libraries. A statistical confidence region based upon an orthogonal decomposition of the residual error may define a good neighborhood of least squars solution. The properties of this set estimation are summarized by the distersion function.File in questo prodotto:
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