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Weighted nonlinear regression

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Analysis in Theory and Applications

Abstract

Minimization of the weighted nonlinear sum of squares of differences may be converted to the minimization of sum of squares. The Gauss-Newton method is recalled and the length of the step of the steepest descent method is determined by substituting the steepest descent direction in the Gauss-Newton formula. The existence of minimum is shown.

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Correspondence to Josef Bukac.

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Bukac, J. Weighted nonlinear regression. Anal. Theory Appl. 24, 330–335 (2008). https://doi.org/10.1007/s10496-008-0330-y

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  • DOI: https://doi.org/10.1007/s10496-008-0330-y

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