On asymptotic normality in nonlinear regression

DOI10.1016/J.SPL.2008.10.037MaRDI QIDQ1009728zbMATH OpenOpenAlexFDO

Authors Harry Haupt, Walter Oberhofer

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)

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Cites work

• scientific article; zbMATH DE number 3976091 (Why is no real title available?)
• A general asymptotic theory of \(M\)-estimators. II
• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
• Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
• Asymptotic theory of nonlinear least squares estimation
• Asymptotics of least-squares estimators for constrained nonlinear regression
• Characterizing the consistent directions of least squares estimates
• Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
• Preface
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors

Cited in

(18)

• Asymptotics of the signed-rank estimator under dependent observations
• The asymptotic normality of internal estimator for nonparametric regression
• NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS
• Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression
• Strong consistency of the general rank estimator
• Asymptotic Normality of Nonlinear Least Squares under Singular Experimental Designs
• Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model
• Robust estimation of parameters in nonlinear ordinary differential equation models
• On Existence of Explicit Asymptotically Normal Estimators in Nonlinear Regression Problems
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
• Bounded influence nonlinear signed-rank regression
• scientific article; zbMATH DE number 4186908 (Why is no real title available?)
• Signed-rank regression inference via empirical likelihood
• scientific article; zbMATH DE number 1747147 (Why is no real title available?)
• Asymptotic normality of maximum likelihood estimators for nonparametric multivariate regression models
• The signed-rank estimator for nonlinear regression with responses missing at random
• Asymptotic expansions associated with the variance estimator of the normal observation error in nonlinear regression
• scientific article; zbMATH DE number 1762646 (Why is no real title available?)

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