Search Results - subject:"Nonlinear regression model"

S-estimation in the nonlinear regression model with long-memory error terms

Sibbertsen, Philipp - 1999

In this paper we consider the asymptotic distribution of S -estimators in the nonlinear regression model with long ….i.d case. They are constructed for linear regression. In the nonlinear regression model with long-memory errors it turns out …

Persistent link: https://www.econbiz.de/10009792344

A Unified Approach to Second Order Optimality Criteria in Nonlinear Design of Experiments

Dette, Holger; Grigoriev, Yuri - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 574-597

Persistent link: https://www.econbiz.de/10005395559

Partially adaptive estimation of nonlinear models via a normal mixture

Phillips, R. F. - In: Econometric Reviews 18 (1999) 2, pp. 141-167

This paper extends the partially adaptive method Phillips (1994) provided for linear models to nonlinear models. Asymptotic results are established under conditions general enough they cover both cross-sectional and time series applications. The sampling efficiency of the new estimator is...

Persistent link: https://www.econbiz.de/10005511879