𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asymptotic theory in heteroscedastic nonlinear models

✍ Scribed by Jun Shao


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
597 KB
Volume
10
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On the asymptotic behavior of one-step e
✍ Ana Bianco; Graciela Boente πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 205 KB

The asymptotic distribution of one-step Newton-Raphson estimates is established for a regression model with random carriers and heteroscedastic errors under mild conditions. We also include a class of robust estimates deΓΏned as the solution of an implicit equation, such as the MM-estimates.

Goodness-of-fit tests for nonlinear hete
✍ Jean Diebolt; Jacques Zuber πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 128 KB

This paper is devoted to goodness-of-ΓΏt tests for parametric possibly nonlinear heteroscedastic regression models. The test statistic is constructed using a marked empirical process based on residuals. We investigate the consistency of this test statistic and of the estimators needed to compute it.

Degeneracy in Heteroscedastic Regression
✍ Kim-Hung Li; Nai Ng Chan πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 129 KB

The maximum likelihood estimation in a regression model with heteroscedastic errors is considered. When the design matrices in the model are inappropriately specified, the maximum likelihood estimates of the variances of certain observations are found to be zero irrespective of the observed values,