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

A. Pázman and L. Pronzato

Statistics & Probability Letters, 1996, vol. 26, issue 2, 159-167

Abstract: 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.

Keywords: Marginal; densities; Nonlinear; regression; Distribution; of; nonlinear; statistics; Dirac; function (search for similar items in EconPapers)
Date: 1996
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