Efficient estimates in linear and nonlinear regression with heteroscedastic errors

DOI10.1016/S0378-3758(96)00077-8zbMath0937.62590MaRDI QIDQ1361764

Anton Schick

Publication date: 22 March 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

semiparametric modelslinear and nonlinear regressionheteroscedastic regressionefficient influence functionleast dispersed regular estimates

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

Testing for superiority among two regression curves ⋮ On asymptotic differentiability of averages. ⋮ Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response

Cites Work

• Information and asymptotic efficiency in parametric-nonparametric models
• Adapting for heteroscedasticity in linear models
• On asymptotically efficient estimation in semiparametric models
• Estimation of heteroscedasticity in regression analysis
• Correction to ``A note on the construction of asymptotically linear estimators
• Asymptotic theory of nonlinear least squares estimation
• On adaptive estimation
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• On efficient estimation in regression models
• Optimal global rates of convergence for nonparametric regression
• On efficient estimation in regression models with unknown scale functions
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Unnamed Item

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