Pages that link to "Item:Q915310"
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The following pages link to Asymptotic theory in heteroscedastic nonlinear models (Q915310):
Displaying 11 items.
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403) (← links)
- Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model (Q1103305) (← links)
- Statistical inference in nonlinear regression under heteroscedasticity (Q1936432) (← links)
- Functional approach to the asymptotic normality of the nonlinear least squares estimator (Q1962140) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- Some conditions on the design of a regression model (Q3135625) (← links)
- (Q3313100) (← links)
- Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models (Q4036391) (← links)
- (Q4335415) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR (Q4540749) (← links)
- Asymptotic results and tests for the choice of approximative models in nonlinear two-phases regression models, heteroscedastic case. (Q5953757) (← links)
