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Bunch, David S.; Gay, David M.; Welsch, Roy E.

Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation parameters in nonlinear regression models. (English) Zbl 0889.65149

ACM Trans. Math. Softw. 19, No. 1, 109-130 (1993).

Cited in 7 Documents

MSC:

65C99 Probabilistic methods, stochastic differential equations
65Y15 Packaged methods for numerical algorithms
62F10 Point estimation
62J02 General nonlinear regression

Keywords:

statistical parameter estimation; nonlinear models; nonlinear least squares; maximum likelihood; maximum quasi-likelihood; robust fitting; test examples; model/trust-region scheme; Gauss-Newton; regression

Software:

nlr; NL2SOL
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