Acta mathematica scientia,Series B ›› 2004, Vol. 24 ›› Issue (1): 107-117.

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CONFIDENCE REGIONS IN TERMS OF STATISTICAL CURVATURE FOR AR(q) NONLINEAR REGRESSION MODELS 1

 LIU Ying-An, HUI Bo-Cheng   

  • Online:2004-07-13 Published:2004-07-13
  • Supported by:

    The project supported by NSSFC(02BTJ001)

Abstract:

This paper constructs a set of confidence regions of parameters in terms of
statistical curvatures for AR(q) nonlinear regression models. The geometric frameworks
are proposed for the model. Then several confidence regions for parameters and parameter
subsets in terms of statistical curvatures are given based on the likelihood ratio statistics
and score statistics. Several previous results, such as [1] and [2] are extended to AR(q)
nonlinear regression models.

Key words: Nonlinear regression, AR(q) errors;confidence regions;geometric frame-
work;statistical curvature

CLC Number: 

  • 62F25
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