2016
DOI: 10.1186/s13660-016-1064-6
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The large deviation for the least squares estimator of nonlinear regression model based on WOD errors

Abstract: As a kind of dependent random variables, the widely orthant dependent random variables, or WOD for short, have a very important place in dependence structures for the intricate properties. And so its behavior and properties in different statistical models will be a major part in our research interest. Based on WOD errors, the large deviation results of the least squares estimator in the nonlinear regression model are established, which extend the corresponding ones for independent errors and some dependent err… Show more

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Cited by 7 publications
(4 citation statements)
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“…The technical literature shows that this type of relation between the excitation voltage (considered as the plant input variable) and the terminal voltage (as plant output variable) can be enough accurately described by a 4th order linear mathematical with time-varying parameters [12,22,24,25]. This reduced order (4th) is based on several simplifying assumptions regarding the electrical phenomenology, which does not affect the accuracy of the model near an operating point [12,15,26].…”
Section: Design Of the Minimum Variance Control Lawmentioning
confidence: 99%
See 1 more Smart Citation
“…The technical literature shows that this type of relation between the excitation voltage (considered as the plant input variable) and the terminal voltage (as plant output variable) can be enough accurately described by a 4th order linear mathematical with time-varying parameters [12,22,24,25]. This reduced order (4th) is based on several simplifying assumptions regarding the electrical phenomenology, which does not affect the accuracy of the model near an operating point [12,15,26].…”
Section: Design Of the Minimum Variance Control Lawmentioning
confidence: 99%
“…In case of RLS estimator, these estimates depend on the forgetting factor λ. However, the influence of this factor over the control system perturbed by external disturbances is quite low [18,25,27,28]. The influence of this tuning parameter (λ) is much more significant in the case of process with time-varying internal parameters [10,12,18,29].…”
Section: Design Of the Minimum Variance Control Lawmentioning
confidence: 99%
“…The results on l.s.e. probabilities of large deviations in nonlinear regression models with correlated observations one can find in [6]- [10].…”
Section: Introductionmentioning
confidence: 99%
“…The results on probabilities of large deviations of an l.s.e. in a nonlinear regression model with correlated observations can be found in the works of Ivanov and Leonenko [11], Prakasa Rao [14], Hu [4], Yang and Hu [16], Huang et al [5].…”
Section: Introductionmentioning
confidence: 99%