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

DOI10.1080/02331888508801824MaRDI QIDQ3676982zbMATH OpenOpenAlexFDO

Authors Silvelyn Zwanzig

Publication date 1985

Published in Statistics (Search for Journal in Brave)

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

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)

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Cites work

• scientific article; zbMATH DE number 3835166 (Why is no real title available?)
• A third-order optimum property of the maximum likelihood estimator
• Asymptotic Properties of Non-Linear Least Squares Estimators

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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