Second order asymptotics in nonlinear regression

DOI10.1016/0047-259X(86)90069-2zbMath0618.62070MaRDI QIDQ1822431

Wolfgang H. Schmidt, Silvelyn Zwanzig

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

least-squares estimatorEdgeworth expansionconfidence regionsmedian unbiased estimatorsSecond order asymptotically efficient tests

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)

Related Items (5)

Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach) ⋮ A note on the edgeworth-expansion for minque ⋮ Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model ⋮ Testing hypotheses in nonlinear regression for nonnormal distributions ⋮ Bootstrap Confidence Intervals In Nonlinear Regression Models When The Number of Observations is Fixed and The Variance Tends To 0. Application To Biadditive Models

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