A third order asymptotic comparison of least squares, jack-knifing and cross-validation for error variance estimation in nonlinear regression

DOI10.1080/02331888508801824zbMATH Open0563.62040OpenAlexW2033204087MaRDI QIDQ3676982FDOQ3676982

Silvelyn Zwanzig

Publication date: 1985

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888508801824

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zbMATH Keywords

cross-validationasymptotic expansionsresidual sum of squaresprobability of concentrationmedian biascross-validatory assessmentestimators of the error variancejackknifed residual sumthird order asymptotic comparison

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02)

Cites Work

• Asymptotic Properties of Non-Linear Least Squares Estimators
• A third-order optimum property of the maximum likelihood estimator
• Title not available (Why is that?)

Cited In (3)

• On residual sums of squares in non-parametric autoregression
• Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model
• A note on estimating the msep in nonlinear regression

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