Second order asymptotics in nonlinear regression

DOI10.1016/0047-259X(86)90069-2zbMath0618.62070MaRDI QIDQ1822431

Silvelyn Zwanzig, Wolfgang H. Schmidt

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

least-squares estimator; Edgeworth expansion; confidence regions; median unbiased estimators; Second order asymptotically efficient tests

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62J02: General nonlinear regression

62F05: Asymptotic properties of parametric tests

Related Items

A note on the edgeworth-expansion for minque, Testing hypotheses in nonlinear regression for nonnormal distributions, Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model, Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach), Bootstrap Confidence Intervals In Nonlinear Regression Models When The Number of Observations is Fixed and The Variance Tends To 0. Application To Biadditive Models

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