Asymptotic theory in heteroscedastic nonlinear models

DOI10.1016/0167-7152(90)90115-NzbMath0702.62053OpenAlexW2051054666MaRDI QIDQ915310

Jun Shao

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90115-n

zbMATH Keywords

consistencyasymptotic normalityleast squares estimatorjackknifeasymptotic covariance matrixheteroscedastic errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)

Related Items

Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models ⋮ Some conditions on the design of a regression model

Cites Work

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