Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models

DOI10.2307/3315611zbMath0765.62066OpenAlexW2018874803MaRDI QIDQ4036391

Jun Shao

Publication date: 16 May 1993

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315611

zbMATH Keywords

consistencyleast-squares estimatorasymptotic covariance matrixjackknife estimatorlarge-sample inferences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Related Items (3)

A mixture model for the detection ofNeosporosiswithout a gold standard ⋮ Empirical likelihood-based inference in nonlinear regression models with missing responses at random ⋮ Jackknife for nonlinear estimating equations

Cites Work

• Consistent estimators in nonlinear regression for a noncompact parameter space
• Asymptotic theory in heteroscedastic nonlinear models
• On resampling methods for variance and bias estimation in linear models
• Heteroscedasticity-robustness of jackknife variance estimators in linear models
• Asymptotic theory of nonlinear least squares estimation
• Jackknifing in Nonlinear Regression
• An Empirical Study of Jackknife-Constructed Confidence Regions in Nonlinear Regression
• Asymptotic Properties of Non-Linear Least Squares Estimators
• The Consistency of Nonlinear Regressions

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