Pages that link to "Item:Q342757"
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The following pages link to Constructing initial estimators in one-step estimation procedures of nonlinear regression (Q342757):
Displaying 11 items.
- Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations (Q1687217) (← links)
- Toward the notion of intrinsically linear models in nonlinear regression (Q2190771) (← links)
- Universal weighted kernel-type estimators for some class of regression models (Q2227200) (← links)
- Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators (Q2790681) (← links)
- Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression (Q4580419) (← links)
- Constructing Explicit Estimators in Nonlinear Regression Problems (Q4961762) (← links)
- Asymptotic properties of one-step <i>M</i>-estimators (Q5076887) (← links)
- Insensitivity of Nadaraya–Watson estimators to design correlation (Q5104494) (← links)
- On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation (Q6112445) (← links)
- Universal nonparametric kernel-type estimators for the mean and covariance functions of a stochastic process (Q6496900) (← links)