Nonlinear least-squares estimation

DOI10.1016/J.JMVA.2005.04.002MaRDI QIDQ2489768zbMATH OpenOpenAlexFDO

Authors 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

Central limit theoremConsistencyEmpirical processesNonlinear least squaresSubgaussian

Mathematics Subject Classification ID

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

Recommendations

• Functional approach to the asymptotic normality of the nonlinear least squares estimator
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Asymptotic theory of least squares estimator of a particular nonlinear regression model
• scientific article; zbMATH DE number 4111839
• A new approach to least-squares estimation, with applications

Cites work

• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic properties of nonlinear least squares estimates in stochastic regression models
• Asymptotic theory of nonlinear least squares estimation
• Consistency for the least squares estimator in nonparametric regression
• Estimating a regression function
• scientific article; zbMATH DE number 1268819 (Why is no real title available?)
• On the Distribution of the Likelihood Ratio
• Strong consistency in nonlinear stochastic regression models.
• Weak convergence and empirical processes. With applications to statistics

Cited in

(43)

• Linear least squares estimates and nonlinear means
• Nonlinear-multiple-function simultaneous least squares fitting procedure
• On least squares estimation for stable nonlinear AR processes
• Asymptotics of least-squares estimators for constrained nonlinear regression
• The weak convergence of least squares random fields and its application
• Non-metric partial least squares
• Least squares for practitioners
• Functional approach to the asymptotic normality of the nonlinear least squares estimator
• On least squares estimation under heteroscedastic and heavy-tailed errors
• Empirical risk minimization and complexity of dynamical models
• Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison
• A grey CES production function model and its application in calculating the contribution rate of economic growth factors
• High dimensional single index models
• On nonlinear regression estimator with denoised variables
• Mixed-rates asymptotics
• Loosely coupled nonlinear least squares
• Application of a combination production function model
• Calculation method for nonlinear dynamic least-absolute deviations estimator
• Asymptotics of least squares for nonlinear harmonic regression
• scientific article; zbMATH DE number 3888879 (Why is no real title available?)
• Nonlinear Regression with Dependent Observations
• Nonlinear least squares - uniqueness versus ambiguity
• scientific article; zbMATH DE number 3915441 (Why is no real title available?)
• scientific article; zbMATH DE number 3923778 (Why is no real title available?)
• scientific article; zbMATH DE number 3928115 (Why is no real title available?)
• Non-linear least squares estimation under nonlinear equality constraints
• Least squares and maximum likelihood estimation of non-linear systems
• Maximum likelihood and least squares estimators for a non-linear model with heterogeneous variances
• scientific article; zbMATH DE number 4082770 (Why is no real title available?)
• Nonlinear unbiased estimation in linear models^†
• Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnel
• \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
• scientific article; zbMATH DE number 2052996 (Why is no real title available?)
• Weak convergence of lease squares process in the smooth case
• Least squares estimation for nonlinear regression models with heteroscedasticity
• Convergence bounds for empirical nonlinear least-squares
• Estimation of harmonic component in regression with cyclically dependent errors
• A new approach to least-squares estimation, with applications
• Regularized nonlinear regression with dependent errors and its application to a biomechanical model
• Weighted nonlinear regression with nonstationary time series
• On the inversion-free Newton's method and its applications
• An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
• Statistical inference for dynamical systems: a review

This page was built for publication: Nonlinear least-squares estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2489768)