Maximum likelihood and least squares estimators for a non-linear model with heterogeneous variances

DOI10.1080/02331888608801967zbMath0632.62061OpenAlexW1999104863MaRDI QIDQ3769798

Sylvie Huet

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801967

zbMATH Keywords

rate of convergencemaximum likelihoodleast squares estimatorsheterogeneity of varianceestimation of a response curve

Mathematics Subject Classification ID

General nonlinear regression (62J02)

Related Items (3)

Testing goodness-of-fit for nonlinear regression models with heterogeneous variances ⋮ Asymptotic results for inadequate nonlinear models with heteroscedastic variances ⋮ Local optimality of replications from a minimal D-optimal design in regression: A sufficient and quasi-necessary condition

Cites Work

• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case

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