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Using jackknife in nonlinear models - confidence regions for a function of the structural parameter. (English) Zbl 0571.62055

A method of constructing jackknife confidence regions for a function of the structural parameter of a nonlinear model is investigated. The method is available for nonlinear regression models as well as for models with errors in the variables. Properties are discussed in comparison with traditional methods. This is supported by a simulation study.

MSC:

62J02 General nonlinear regression
62F25 Parametric tolerance and confidence regions
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