Abstract
In a nonlinear regression model there has been obtained an asymptotic expansion of the distribution function of the least squares estimate of the dispersion of the observation error. There have been found two first terms of the asymptotic expansion.
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 5, pp. 697–703, May, 1991.
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Ivanitskaya, L.S., Ivanov, A.V. Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model. Ukr Math J 43, 648–655 (1991). https://doi.org/10.1007/BF01058554
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DOI: https://doi.org/10.1007/BF01058554