Asymptotic Properties of Non-Linear Least Squares Estimators
From MaRDI portal
Publication:5588984
DOI10.1214/aoms/1177697731zbMath0193.47201OpenAlexW1968172088WikidataQ56140847 ScholiaQ56140847MaRDI QIDQ5588984
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697731
Related Items (only showing first 100 items - show all)
Choice-based samples. A non-parametric approach ⋮ Minimum distance partial linear regression model checking with Berkson measurement errors ⋮ Left-censored dementia incidences in estimating cohort effects ⋮ Generalized spectral tests for the martingale difference hypothesis ⋮ Frequency domain estimation of temporally aggregated Gaussian cointegrated systems ⋮ Riesz estimators ⋮ Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases ⋮ Large deviation inequalities of LS estimator in nonlinear regression models ⋮ Panel data models with spatially correlated error components ⋮ Instrumental variable estimation based on conditional median restriction ⋮ Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis ⋮ Conditional least squares estimation in nonstationary nonlinear stochastic regression models ⋮ An exponential inequality under weak dependence ⋮ Statistical inference for independent component analysis: application to structural VAR models ⋮ On Gauss-verifiability of optimal solutions in variational data assimilation problems with nonlinear dynamics ⋮ Nonparametric checks for varying coefficient models with missing response at random ⋮ Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure ⋮ Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses ⋮ Complete classes of designs for nonlinear regression models and principal representations of moment spaces ⋮ Non-linear least squares estimation under nonlinear equality constraints ⋮ A comparison of approximation methods for the estimation of probability distributions on parameters ⋮ Local likelihood density estimation and value-at-risk ⋮ Parameter estimation for operator scaling random fields ⋮ Asymptotics of the signed-rank estimator under dependent observations ⋮ Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems ⋮ Empirical smoothing lack-of-fit tests for variance function ⋮ Fitting the Michaelis-Menten model ⋮ Optimal designs for discriminating between dose-response models in toxicology studies ⋮ Identification of linear continuous-time systems under irregular and random output sampling ⋮ Inference on power law spatial trends ⋮ Goodness-of-fit tests for general linear models with covariates missed at random ⋮ Instrumental variable approach to covariate measurement error in generalized linear models ⋮ Minimum distance conditional variance function checking in heteroscedastic regression models ⋮ Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality ⋮ A unified method to calculate the moments of the least squares estimators in nonlinear regression ⋮ \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing ⋮ Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models ⋮ Asymptotic theory in heteroscedastic nonlinear models ⋮ A lack-of-fit test in Tobit errors-in-variables regression models ⋮ Consistent estimation for some nonlinear errors-in-variables models ⋮ \(E\)-optimal designs for second-order response surface models ⋮ Semiparametric empirical likelihood estimation for two-stage outcome-dependent sampling under the frame of generalized linear models ⋮ A new approach to statistical efficiency of weighted least squares fitting algorithms for reparameterization of nonlinear regression models ⋮ Provably safe and robust learning-based model predictive control ⋮ Forecasting in the presence of large shocks ⋮ Estimating the parametric component of nonlinear partial spline model ⋮ A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems ⋮ Determining the velocity of sound in waveguides ⋮ Generalized nonlinear models and variance function estimation ⋮ Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities ⋮ Second-order least squares estimation of censored regression models ⋮ Asymptotic theory of least squares estimator of a particular nonlinear regression model ⋮ Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method ⋮ Bayesian modeling of joint and conditional distributions ⋮ Proofs for large sample properties of generalized method of moments estimators ⋮ Efficient minimum distance estimation with multiple rates of convergence ⋮ Improving updating rules in multiplicative algorithms for computing \(D\)-optimal designs ⋮ Nonlinear gray-box identification using local models applied to industrial robots ⋮ Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression ⋮ Distribution-free test in Tobit mean regression model ⋮ A note on the de la Garza phenomenon for locally optimal designs ⋮ Asymptotics of \(M\)-estimation in nonlinear regression ⋮ Evolutionary dynamics in markets with many trader types ⋮ Consistent model specification tests ⋮ A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS ⋮ A consistent test of functional form via nonparametric estimation techniques ⋮ Estimation and testing for partially linear single-index models ⋮ Linearity testing for fuzzy rule-based models ⋮ Using inverse problem methods with surveillance data in pneumococcal vaccination ⋮ Estimating linear models with ordinal qualitative regressors ⋮ Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error ⋮ Distribution-free lack-of-fit tests in balanced mixed models ⋮ Optimal discrimination designs for exponential regression models ⋮ On representing maximin efficient designs by Taylor series ⋮ Second-order nonlinear least squares estimation ⋮ Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models ⋮ Specification testing in nonparametric instrumental variable estimation ⋮ A stick-slip/rouse hybrid model for viscoelasticity in polymers ⋮ Lack-of-fit testing in errors-in-variables regression model with validation data ⋮ Goodness-of-fit tests in parametric regression based on the estimation of the error distribution ⋮ Worst-case estimation for econometric models with unobservable components ⋮ Goodness-of-fit tests for parametric regression with selection biased data ⋮ Multi-step estimation and forecasting in dynamic models ⋮ Tree-structured smooth transition regression models ⋮ Asymptotic properties of nonlinear estimates in stochastic models with finite design space ⋮ Regression analysis of stochastic fatigue crack growth model in a martingale difference framework ⋮ Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model ⋮ A geometric characterization of \(c\)-optimal designs for heteroscedastic regression ⋮ On random tomography with unobservable projection angles ⋮ The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors ⋮ Misspecified models with dependent observations ⋮ Multivariate regression models for panel data ⋮ New methods for analyzing structural models of labor force dynamics ⋮ Use of covariates in randomized response settings ⋮ A remark on serial correlation in maximum likelihood ⋮ Tests for model specification in the presence of alternative hypotheses ⋮ Regularity conditions for Cox's test of non-nested hypotheses ⋮ Asymptotic criteria for model selection ⋮ Instrumental variable estimator for the nonlinear errors-in-variables model ⋮ A constrained maximum-likelihood approach to estimating switching regressions
This page was built for publication: Asymptotic Properties of Non-Linear Least Squares Estimators