Asymptotics of M-estimation in nonlinear regression

DOI10.1007/S10114-004-0378-3MaRDI QIDQ705111zbMATH OpenOpenAlexFDO

Authors Ying Yang

Publication date 25 January 2005

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-004-0378-3

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1416392 (Why is no real title available?)
• A Note on Quantiles in Large Samples
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
• Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
• Asymptotic theory of nonlinear least squares estimation
• General M-estimation
• Linear representation of \(M\)-estimates of multiple regression coefficients
• The bounded law of the iterated logarithm for the weighted empirical distribution process in the non-i.i.d. case

Cited in

(14)

• Bahadur representations of M-estimators and their applications in general linear models
• Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
• scientific article; zbMATH DE number 1005345 (Why is no real title available?)
• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
• Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model
• On the asymptotic accuracy of pseudo-linear regression algorithms
• Asymptotics of a Theil-type estimate in multiple linear regression
• Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
• Asymptotic expansions associated with the variance estimator of the normal observation error in nonlinear regression
• Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes
• scientific article; zbMATH DE number 954487 (Why is no real title available?)

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