Asymptotics of \(M\)-estimation in nonlinear regression
From MaRDI portal
Publication:705111
DOI10.1007/S10114-004-0378-3zbMath1064.62078OpenAlexW2461797321MaRDI QIDQ705111
Publication date: 25 January 2005
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-004-0378-3
Related Items (1)
Cites Work
- Unnamed Item
- The bounded law of the iterated logarithm for the weighted empirical distribution process in the non-i.i.d. case
- Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
- Asymptotic theory of nonlinear least squares estimation
- Linear representation of \(M\)-estimates of multiple regression coefficients
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- General \(M\)-estimation
- Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
- A Note on Quantiles in Large Samples
- Asymptotic Properties of Non-Linear Least Squares Estimators
This page was built for publication: Asymptotics of \(M\)-estimation in nonlinear regression