Asymptotic distribution of an estimator of the variance of observations in a nonlinear regression model

MaRDI QIDQ921765zbMATH OpenFDO

Authors Yuriĭ Dmitrievich Grigor'ev

Publication date 1990

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

parameterization invarianceestimator of the variance of observations

Mathematics Subject Classification ID

General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20)

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(8)

• A note on nonlinear models with integrated regressors and convergence order results
• Almost exact distributions of estimators ii- hat nonlinear regression models
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• Asymptotic approximation of nonparametric regression experiments with unknown variances
• Asymptotic expansions associated with the variance estimator of the normal observation error in nonlinear regression
• Asymptotic distributions of some scale estimators in nonlinear models

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