Strong consistency of a sieve estimator for the variance in nonlinear regression

DOI10.1016/0167-7152(92)90080-OzbMath0788.62056OpenAlexW2040344610MaRDI QIDQ1195570

B. B. Bhattacharyya, G. D. Richardson

Publication date: 14 December 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90080-o

zbMATH Keywords

total boundednesssieve estimatorstrong consistencysievesuniform spacesestimators of variance of disturbance terms

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Cites Work

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• Asymptotic methods in statistical decision theory
• Asymptotic theory of nonlinear least squares estimation
• Strong consistency of variance estimation and asymptotic theory for tests of the linear hypothesis in multivariate linear models
• On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
• Asymptotic Properties of Non-Linear Least Squares Estimators
• The Consistency of Nonlinear Regressions