The efficiency of the second-order nonlinear least squares estimator and its extension

DOI10.1007/S10463-011-0332-YzbMath1253.62021OpenAlexW2101426969WikidataQ42037733 ScholiaQ42037733MaRDI QIDQ1926001

Yanyuan Ma, Mijeong Kim

Publication date: 27 December 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3685756

zbMATH Keywords

momentsheteroscedasticitysemiparametric methods

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (6)

Partially linear varying coefficient models with missing at random responses ⋮ Nonlinear multiplicative distortion regression models with second-order estimation ⋮ Semiparametric efficient estimators in heteroscedastic error models ⋮ Second-order least-squares estimation for regression models with autocorrelated errors ⋮ Regularized nonlinear regression with dependent errors and its application to a biomechanical model ⋮ \(I_L\)-optimal designs for regression models under the second-order least squares estimator

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