Constructing initial estimators in one-step estimation procedures of nonlinear regression

DOI10.1016/J.SPL.2016.09.022MaRDI QIDQ342757zbMATH OpenOpenAlexFDO

Authors Igor S. Borisov, Yu. Yu. Linke

Publication date 18 November 2016

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

Full work available at URL https://doi.org/10.1016/j.spl.2016.09.022

zbMATH Keywords

asymptotic normalitynonlinear regression\(\alpha_n\)-consistencyinitial estimatorone-step \(M\)-estimator

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 46726 (Why is no real title available?)
• scientific article; zbMATH DE number 3504208 (Why is no real title available?)
• scientific article; zbMATH DE number 3254517 (Why is no real title available?)
• A journey in single steps: robust one-step M-estimation in linear regression
• Asymptotically normal estimation of a parameter in a linear-fractional regression problem
• Nonparametric regression analysis of longitudinal data
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• One-Step Huber Estimates in the Linear Model
• One-step Local Quasi-likelihood Estimation
• One-step sparse estimates in nonconcave penalized likelihood models
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Strong oracle optimality of folded concave penalized estimation
• Tail-behavior of estimators and of their one-step versions

Cited in

(13)

• Universal kernel-type estimation of random fields
• Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
• Universal weighted kernel-type estimators for some class of regression models
• Insensitivity of Nadaraya–Watson estimators to design correlation
• Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation
• Constructing explicit estimators in nonlinear regression problems
• Asymptotic normality of one-step M-estimators based on non-identically distributed observations
• Asymptotic properties of one-step \(M\)-estimators
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• Universal nonparametric kernel-type estimators for the mean and covariance functions of a stochastic process
• Mean function estimation for a noisy random process under a sparse data condition
• Toward the notion of intrinsically linear models in nonlinear regression
• On sufficient conditions for the consistency of local linear kernel estimators

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