On asymptotic normality in nonlinear regression

DOI10.1016/J.SPL.2008.10.037zbMATH Open1157.62009OpenAlexW1987603974MaRDI QIDQ1009728FDOQ1009728

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Asymptotic theory of nonlinear least squares estimation
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression Parameter
• Preface
• Asymptotics of least-squares estimators for constrained nonlinear regression
• Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
• The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
• Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
• A general asymptotic theory of \(M\)-estimators. II
• Characterizing the consistent directions of least squares estimates

Cited In (18)

• Asymptotics of the signed-rank estimator under dependent observations
• The asymptotic normality of internal estimator for nonparametric regression
• 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
• Title not available (Why is that?)
• Bounded influence nonlinear signed-rank regression
• Signed-rank regression inference via empirical likelihood
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS

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