A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression

We consider new approximations for the marginal density of parameter estimates in nonlinear regression, and more generally for the density of any smooth scalar function G(y) with y normally distributed. These approximations are derived via a Dirac-function technique.

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Year of publication:	1996
Authors:	Pázman, A. ; Pronzato, L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 2, p. 159-167
Publisher:	Elsevier
Keywords:	Marginal densities Nonlinear regression Distribution of nonlinear statistics Dirac function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254782