Asymptotic optimality of estimators and tests in inadequate nonlinear regression

DOI10.1080/02331888808802085zbMath0682.62039OpenAlexW2078373380MaRDI QIDQ4731989

Uwe Hostmann

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802085

zbMATH Keywords

error variancelocal asymptotic efficiencymean squared error of predictionone-sided hypothesesfirst order asymptoticsbest approximation of the vector of expectationsinadequate nonlinear regressionnormal error variablesOptimality propertiessum of squared model error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)

Cites Work

• Robust estimation in models for independent non-identically distributed data
• A note on an estimate for the convergence rate of the LSE in inadequate nonlinear regression models
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