Asymptotic results for inadequate nonlinear models with heteroscedastic variances
From MaRDI portal
Publication:4366343
DOI10.1080/02522667.1997.10699329zbMATH Open0888.62065OpenAlexW1997531778MaRDI QIDQ4366343FDOQ4366343
Authors: Sultan Al Salkhadi
Publication date: 19 November 1997
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.1997.10699329
Recommendations
- scientific article; zbMATH DE number 4086793
- scientific article; zbMATH DE number 4043080
- Asymptotic theory in heteroscedastic nonlinear models
- Asymptotic optimality of estimators and tests in inadequate nonlinear regression
- Asymptotic results and tests for the choice of approximative models in nonlinear two-phases regression models, heteroscedastic case.
weak and strong consistencyweighted least squares estimatorsheteroscedastic variancesinadequate models
Cites Work
- Robust estimation in heteroscedastic linear models
- Asymptotic Properties of Non-Linear Least Squares Estimators
- The Consistency of Nonlinear Regressions
- Estimation for a linear regression model with unknown diagonal covariance matrix
- Maximum likelihood and least squares estimators for a non-linear model with heterogeneous variances
Cited In (3)
This page was built for publication: Asymptotic results for inadequate nonlinear models with heteroscedastic variances
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4366343)