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Functional approach to the asymptotic normality of the non-linear least squares estimator

✍ Scribed by Mikhail B. Malyutov; Rostislav S. Protassov

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
107 KB
Volume
44
Category
Article
ISSN
0167-7152

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✦ Synopsis

The derivation of the asymptotic normality LSE's under univariate non-linear regression models is presented based on the weak convergence of the natural random ΓΏeld generated by the sum of squared residuals. Some examples, showing that neglecting the condition of uniform convergence leads to serious errors are presented. This approach is analogous to that of Le Cam's for the case of a known smooth family of distributions.

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