Constructing initial estimators in one-step estimation procedures of nonlinear regression

DOI10.1016/J.SPL.2016.09.022zbMath1463.62198OpenAlexW2528214842MaRDI QIDQ342757

I. S. Borisov, Yuliana Yu. Linke

Publication date: 18 November 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.09.022

zbMATH Keywords

asymptotic normalitynonlinear regression\(\alpha_n\)-consistencyinitial estimatorone-step \(M\)-estimator

Mathematics Subject Classification ID

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

Related Items (10)

Asymptotic properties of one-step M-estimators ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations ⋮ Insensitivity of Nadaraya–Watson estimators to design correlation ⋮ On sufficient conditions for the consistency of local linear kernel estimators ⋮ Toward the notion of intrinsically linear models in nonlinear regression ⋮ Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation ⋮ Universal kernel-type estimation of random fields ⋮ Universal weighted kernel-type estimators for some class of regression models ⋮ Constructing Explicit Estimators in Nonlinear Regression Problems

Cites Work

• One-step sparse estimates in nonconcave penalized likelihood models
• Nonparametric regression analysis of longitudinal data
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Asymptotically normal estimation of a parameter in a linear-fractional regression problem
• A journey in single steps: robust one-step \(M\)-estimation in linear regression
• Strong oracle optimality of folded concave penalized estimation
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• One-Step Huber Estimates in the Linear Model
• One-step Local Quasi-likelihood Estimation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Constructing initial estimators in one-step estimation procedures of nonlinear regression