Second-order nonlinear least squares estimation

DOI10.1007/s10463-007-0139-zzbMath1294.62045OpenAlexW2104842913MaRDI QIDQ734401

Liqun Wang, Alexandre Leblanc

Publication date: 13 October 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-007-0139-z

zbMATH Keywords

consistencyasymptotic normalitynonlinear regressionminimum distance estimatorweighted least squaresasymmetric error distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (22)

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Uses Software

• nlmdl

Cites Work

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• Detecting Skewed Errors from Regression Residuals
• Statistical Applications of the Multivariate Skew Normal Distribution
• A new class of multivariate skew distributions with applications to bayesian regression models
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Asymptotic Properties of Non-Linear Least Squares Estimators

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