On applying Monte Carlo methods to analysis of nonlinear regression models
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 18 (2015) no. 4, pp. 425-434
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This paper presents a criterium, called the coefficients stability for inaccuracy in determining the coefficients of nonlinear regression models describing inexact data. A`method for the coefficients stability estimation is also described. The proposed criterium is illustrated by a computational experiment with the data obtained by measurements of a refractive index dependence on the wavelength in 400–1000 nm band for a transparent polymer. The convergence of the proposed criterium to the known analytical solution for the case of linear regression is also studied.
@article{SJVM_2015_18_4_a6,
author = {G. I. Rudoy},
title = {On applying {Monte} {Carlo} methods to analysis of nonlinear regression models},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {425--434},
publisher = {mathdoc},
volume = {18},
number = {4},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2015_18_4_a6/}
}
TY - JOUR AU - G. I. Rudoy TI - On applying Monte Carlo methods to analysis of nonlinear regression models JO - Sibirskij žurnal vyčislitelʹnoj matematiki PY - 2015 SP - 425 EP - 434 VL - 18 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SJVM_2015_18_4_a6/ LA - ru ID - SJVM_2015_18_4_a6 ER -
G. I. Rudoy. On applying Monte Carlo methods to analysis of nonlinear regression models. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 18 (2015) no. 4, pp. 425-434. http://geodesic.mathdoc.fr/item/SJVM_2015_18_4_a6/