Robust estimation in nonlinear regression via minimum distance method

MaRDI QIDQ1919755zbMATH OpenFDO

Authors Yanyan Li

Publication date 9 January 1997

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityasymptotic uniform quadratic structureerror distributiongoodness-of-fit testL2-distanceminimum distance estimatorsqualitative robustnessweighted empirical processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) General nonlinear regression (62J02)

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(15)

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• Weighted empirical processes in dynamic nonlinear models.
• Robust inference for nonlinear regression models
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• A note on penalized minimum distance estimation in nonparametric regression
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• Asymptotic properties of minimum distance estimators dependent on covariables
• On WeightedM-Estimates in Nonlinear Regression
• A robust proposal for heteroscedastic dose-response models with an application to interaction analysis
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• Robust estimation of heteroscedastic regression models: a brief overview and new proposals
• Optimal weights for general L^ 2 distance estimators

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