AUTOMATED FITTING OF NONSTANDARD MODELS

被引：129

作者：

BROWNE, MW ^{[1
]}

DUTOIT, SHC ^{[1
]}

机构：

[1] UNIV PRETORIA,DEPT STAT,PRETORIA,SOUTH AFRICA

来源：

MULTIVARIATE BEHAVIORAL RESEARCH | 1992年 / 27卷 / 02期

关键词：

D O I：

10.1207/s15327906mbr2702_13

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A method for automated parameter estimation and testing of fit of nonstandard models for mean vectors and covariance matrices is described. Nonlinear equality and inequality constraints on the parameters of the model are allowed for. All the user will need to provide are subroutines to evaluate the mean vector and covariance matrix according to the model and, if required, the constraint functions. Subroutines for derivatives need not be provided. Some applications are described.

引用

页码：269 / 300

页数：32

共 52 条

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[2]

Anderson T.W., 1960, MATH METHODS SOCIAL, P205

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