Second order asymptotics in nonlinear regression

DOI10.1016/0047-259X(86)90069-2MaRDI QIDQ1822431zbMATH OpenFDO

Authors Wolfgang H. Schmidt, Silvelyn Zwanzig

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(86)90069-2

zbMATH Keywords

confidence regionsEdgeworth expansionleast-squares estimatormedian unbiased estimatorsSecond order asymptotically efficient tests

Mathematics Subject Classification ID

General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05) Parametric tolerance and confidence regions (62F25)

Recommendations

• Testing hypotheses in nonlinear regression for nonnormal distributions
• Second-order nonlinear least squares estimation
• Asymptotic optimality of estimators and tests in inadequate nonlinear regression
• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model

Cites work

• scientific article; zbMATH DE number 3835166 (Why is no real title available?)
• scientific article; zbMATH DE number 3665982 (Why is no real title available?)
• scientific article; zbMATH DE number 3713001 (Why is no real title available?)
• scientific article; zbMATH DE number 3750063 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3553540 (Why is no real title available?)
• scientific article; zbMATH DE number 3567809 (Why is no real title available?)
• scientific article; zbMATH DE number 3619161 (Why is no real title available?)
• scientific article; zbMATH DE number 3640731 (Why is no real title available?)
• A note on the ban property of the residual sum of squares in regression models
• A note to the paper of ivanov and zwanzig on the asymptotic expansion of the least squares estimator
• Accounting for intrinsic nonlinearity in nonlinear regression parameter inference regions
• An Asymptotic Expansion for the Distribution of Sums of a Special Form with an Application to Minimum-Contrast Estimates
• An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
• An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters
• An asymptotic expansion of the distribution of least squares estimators in the nonlinear regression model
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic expansions related to minimum contrast estimators
• Asymptotic results for estimation and testing variances in regression models
• Asymptotic results on nonlinear approximation of regression functions and weighted least squares
• Asymptotic theory of nonlinear least squares estimation
• Confidence bands with a given maximal size for linear regression functions
• Differential geometry of curved exponential families. Curvatures and information loss
• Jackknifing in Nonlinear Regression
• Non-linear time series regression
• On Efficiency of First and Second Order
• On the measurability and consistency of minimum contrast estimates
• On the numerical accuracy of approximations based on edgeworth expansions
• On unification of the asymptotic theory of nonlinear econometric models
• Polynomial approximation of nonlinear regression functions
• Simple consistent estimation in nonlinear regression by data transformation and design of experiments
• Testing a Subset of the Parameters of a Nonlinear Regression Model
• Testing hypotheses in nonlinear regressions
• The Consistency of Nonlinear Regressions
• The Fitting of a Generalization of the Logistic Curve
• The choice of approximative models in nonlinear regression
• The roles of transformations and besponse functions chosen by maximum likelihood

Cited in

(12)

• Bootstrap Confidence Intervals In Nonlinear Regression Models When The Number of Observations is Fixed and The Variance Tends To 0. Application To Biadditive Models
• Testing hypotheses in nonlinear regression for nonnormal distributions
• Asymptotic optimality of estimators and tests in inadequate nonlinear regression
• The efficiency of the second-order nonlinear least squares estimator and its extension
• Second-order nonlinear least squares estimation
• Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
• scientific article; zbMATH DE number 2190314 (Why is no real title available?)
• A note on the edgeworth-expansion for minque
• Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model
• On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors
• scientific article; zbMATH DE number 3954080 (Why is no real title available?)
• Asymptotic distribution of an estimator of the variance of observations in a nonlinear regression model

This page was built for publication: Second order asymptotics in nonlinear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1822431)