Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model

DOI10.1007/BF01058554zbMath0737.60024MaRDI QIDQ5905407

L. S. Ivanitskaya, Alexander V. Ivanov

Publication date: 26 June 1992

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionleast squares estimatornonlinear regression model

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Limit theorems in probability theory (60F99)

Cites Work

• An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters
• Refinements of the multidimensional central limit theorem and applications
• On the validity of the formal Edgeworth expansion
• Second order asymptotics in nonlinear regression
• A third order asymptotic comparison of least squares, jack-knifing and cross-validation for error variance estimation in nonlinear regression
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