scientific article; zbMATH DE number 1005345
From MaRDI portal
Publication:4335415
zbMath0874.62070MaRDI QIDQ4335415
Publication date: 29 April 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalityasymptotic expansionsgeometric interpretationleast squares estimatorsnonlinear regression model
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (29)
The large deviation for the least squares estimator of nonlinear regression model based on WOD errors ⋮ Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence ⋮ Asymptotic theory for bent-cable regression -- the basic case ⋮ Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise ⋮ Optimal designs based on exact confidence regions for parameter estimation of a nonlinear regression model ⋮ Limit theorems for the maximal residuals in linear and nonlinear regression models ⋮ Editorial ⋮ Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model ⋮ Moment inequalities for \(m\)-negatively associated random variables and their applications ⋮ On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model ⋮ The large deviation results for the nonlinear regression model with dependent errors ⋮ Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model ⋮ The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations ⋮ Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise ⋮ Asymptotic behaviour of the LS estimator in a nonlinear model with long memory ⋮ Parameter estimation for non-stationary Fisher-Snedecor diffusion ⋮ Large deviation for a least squares estimator in a nonlinear regression model ⋮ On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models ⋮ Unnamed Item ⋮ Semiparametric analysis of long-range dependence in nonlinear regression ⋮ On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise ⋮ Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model ⋮ Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model ⋮ Main directions in the development of informatics ⋮ Consistency of the least squares estimators of parameters in the texture surface sinusoidal model ⋮ Empirical likelihood-based inference in nonlinear regression models with missing responses at random ⋮ On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters ⋮ Saddlepoint expansions in linear regression. ⋮ Least-squares estimation of multifractional random fields in a Hilbert-valued context
This page was built for publication:
