Second-order nonlinear least squares estimation
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Cites work
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- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- scientific article; zbMATH DE number 2042825 (Why is no real title available?)
- A new class of multivariate skew distributions with applications to bayesian regression models
- Adaptively truncated maximum likelihood regression with asymmetric errors.
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic theory of nonlinear least squares estimation
- Comparison of GMM with second-order least squares estimation in nonlinear models
- Detecting Skewed Errors from Regression Residuals
- Estimation of nonlinear models with Berkson measurement errors
- Financial data and the skewed generalized \(t\) distribution
- Large Sample Properties of Generalized Method of Moments Estimators
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Statistical Applications of the Multivariate Skew Normal Distribution
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(33)- Optimal designs with string property under asymmetric errors and SLS estimation
- Polynomial tapered two-stage least squares method in nonlinear regression
- A grey CES production function model and its application in calculating the contribution rate of economic growth factors
- Semiparametric weighted lease squares
- Application of a combination production function model
- Optimal designs for multi-factor nonlinear models based on the second-order least squares estimator
- Second-order least-squares estimation for regression models with autocorrelated errors
- The efficiency of the second-order nonlinear least squares estimator and its extension
- Properties of optimal regression designs under the second-order least squares estimator
- \(I_L\)-optimal designs for regression models under the second-order least squares estimator
- More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares
- Robust second-order least-squares estimation for regression models with autoregressive errors
- Optimal designs for comparing curves in regression models with asymmetric errors
- Does sequential augmenting of simple linear heteroscedastic regression reduce variances of ordinary least-squares estimators?
- New optimal design criteria for regression models with asymmetric errors
- Numerical optimization and computation for second-order least squares estimation
- Robust second-order least-squares estimator for regression models
- Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation
- Second order representations of the least absolute deviation regression estimator
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory
- Second-order least squares estimation of censored regression models
- Optimal design measures under asymmetric errors, with application to binary design points
- Nonlinear multiplicative distortion regression models with second-order estimation
- Estimation of the ratio of a geometric process
- A semiparametric estimation approach for linear mixed models
- Regularized nonlinear regression with dependent errors and its application to a biomechanical model
- scientific article; zbMATH DE number 4155683 (Why is no real title available?)
- The second-order asymptotic properties of asymmetric least squares estimation
- Second order asymptotics in nonlinear regression
- \(R\)-optimality criterion for regression models with asymmetric errors
- Partially linear varying coefficient models with missing at random responses
- D-optimal designs based on the second-order least squares estimator
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
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