Pages that link to "Item:Q5588984"
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The following pages link to Asymptotic Properties of Non-Linear Least Squares Estimators (Q5588984):
Displaying 50 items.
- Consistent model specification tests (Q91781) (← links)
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Riesz estimators (Q278266) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Panel data models with spatially correlated error components (Q280270) (← links)
- Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- On Gauss-verifiability of optimal solutions in variational data assimilation problems with nonlinear dynamics (Q349731) (← links)
- Nonparametric checks for varying coefficient models with missing response at random (Q353325) (← links)
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure (Q355129) (← links)
- Complete classes of designs for nonlinear regression models and principal representations of moment spaces (Q366969) (← links)
- Non-linear least squares estimation under nonlinear equality constraints (Q374862) (← links)
- Parameter estimation for operator scaling random fields (Q391927) (← links)
- Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
- Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
- Inference on power law spatial trends (Q418245) (← links)
- Goodness-of-fit tests for general linear models with covariates missed at random (Q419330) (← links)
- Instrumental variable approach to covariate measurement error in generalized linear models (Q421440) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models (Q444995) (← links)
- \(E\)-optimal designs for second-order response surface models (Q464200) (← links)
- Semiparametric empirical likelihood estimation for two-stage outcome-dependent sampling under the frame of generalized linear models (Q477484) (← links)
- Provably safe and robust learning-based model predictive control (Q490551) (← links)
- A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems (Q510143) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- Proofs for large sample properties of generalized method of moments estimators (Q528048) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Nonlinear gray-box identification using local models applied to industrial robots (Q534273) (← links)
- Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression (Q537392) (← links)
- Distribution-free test in Tobit mean regression model (Q538148) (← links)
- A note on the de la Garza phenomenon for locally optimal designs (Q548560) (← links)
- Evolutionary dynamics in markets with many trader types (Q556400) (← links)
- Estimating linear models with ordinal qualitative regressors (Q578822) (← links)
- Local likelihood density estimation and value-at-risk (Q609720) (← links)
- Optimal designs for discriminating between dose-response models in toxicology studies (Q627292) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality (Q638806) (← links)
- A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
- A new approach to statistical efficiency of weighted least squares fitting algorithms for reparameterization of nonlinear regression models (Q665067) (← links)
- Forecasting in the presence of large shocks (Q671541) (← links)
- Determining the velocity of sound in waveguides (Q684614) (← links)
- Asymptotic theory of least squares estimator of a particular nonlinear regression model (Q689515) (← links)
- Asymptotics of \(M\)-estimation in nonlinear regression (Q705111) (← links)
- Second-order nonlinear least squares estimation (Q734401) (← links)
