Efficient estimates in linear and nonlinear regression with heteroscedastic errors
DOI10.1016/S0378-3758(96)00077-8zbMATH Open0937.62590MaRDI QIDQ1361764FDOQ1361764
Authors: Anton Schick 
Publication date: 22 March 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Recommendations
semiparametric modelsheteroscedastic regressionefficient influence functionleast dispersed regular estimateslinear and nonlinear regression
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Adapting for heteroscedasticity in linear models
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- Title not available (Why is that?)
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Information and asymptotic efficiency in parametric-nonparametric models
- Optimal global rates of convergence for nonparametric regression
- On adaptive estimation
- On efficient estimation in regression models
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- On asymptotically efficient estimation in semiparametric models
- Asymptotic theory of nonlinear least squares estimation
- On efficient estimation in regression models with unknown scale functions
- Correction to ``A note on the construction of asymptotically linear estimators
- Addendum to ``A third-order optimum property of the maximum likelihood estimator
Cited In (12)
- Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
- Testing for superiority among two regression curves
- Efficient estimation of regression models with heteroscedastic errors
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
- Title not available (Why is that?)
- On asymptotic differentiability of averages.
- EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING
- Adding regressors to obtain efficiency
- Two-step estimation in a heteroscedastic linear regression model
- On efficient estimation in regression models with unknown scale functions
- Semiparametric efficient estimators in heteroscedastic error models
- Linear and nonlinear regression with stable errors
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