Pages that link to "Item:Q5024501"
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The following pages link to LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY (Q5024501):
Displaying 8 items.
- Accounting for uncertainty in heteroscedasticity in nonlinear regression (Q413343) (← links)
- A unified method to calculate the moments of the least squares estimators in nonlinear regression (Q911188) (← links)
- A robust class of homoscedastic nonlinear regression models (Q5107490) (← links)
- Heteroscedastic Nonlinear Regression Models (Q5305517) (← links)
- Two-step estimation in linear regressions with adaptive learning (Q6101704) (← links)
- Regularized nonlinear regression with dependent errors and its application to a biomechanical model (Q6496586) (← links)
- Weighted nonlinear regression with nonstationary time series (Q6593387) (← links)
- Semiparametrically Efficient Method for Enveloped Central Space (Q6631714) (← links)