Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models
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Publication:4036391
DOI10.2307/3315611zbMath0765.62066MaRDI QIDQ4036391
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
consistency; least-squares estimator; asymptotic covariance matrix; jackknife estimator; large-sample inferences
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