On asymptotic normality in nonlinear regression

DOI10.1016/j.spl.2008.10.037zbMath1157.62009OpenAlexW1987603974MaRDI QIDQ1009728

Walter Oberhofer, Harry Haupt

Publication date: 3 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.037

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Related Items (7)

Asymptotics of the signed-rank estimator under dependent observations ⋮ Robust estimation of parameters in nonlinear ordinary differential equation models ⋮ Bounded influence nonlinear signed-rank regression ⋮ Strong consistency of the general rank estimator ⋮ The signed-rank estimator for nonlinear regression with responses missing at random ⋮ ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE ⋮ Signed-rank regression inference via empirical likelihood

Cites Work

• Unnamed Item
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• A general asymptotic theory of \(M\)-estimators. II
• Characterizing the consistent directions of least squares estimates
• Asymptotic theory of nonlinear least squares estimation
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
• Asymptotics of least-squares estimators for constrained nonlinear regression
• Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
• Preface

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