Nonlinear least-squares estimation

DOI10.1016/j.jmva.2005.04.002zbMath1085.62027OpenAlexW2023307983MaRDI QIDQ2489768

Yanyan Li

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.04.002

zbMATH Keywords

ConsistencyCentral limit theoremEmpirical processesNonlinear least squaresSubgaussian

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) General nonlinear regression (62J02) Inference from stochastic processes (62M99)

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Cites Work

• Unnamed Item
• Estimating a regression function
• Asymptotic theory of nonlinear least squares estimation
• Consistency for the least squares estimator in nonparametric regression
• Strong consistency in nonlinear stochastic regression models.
• Asymptotic properties of nonlinear least squares estimates in stochastic regression models
• Weak convergence and empirical processes. With applications to statistics
• Asymptotic Properties of Non-Linear Least Squares Estimators
• On the Distribution of the Likelihood Ratio

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