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Statistical inference in nonlinear regression under heteroscedasticity

โœ Scribed by Changwon Lim; Pranab K. Sen; Shyamal D. Peddada


Book ID
107704358
Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
357 KB
Volume
72
Category
Article
ISSN
0976-8386

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In this paper we consider the heteroscedastic regression model defined by the structural relation Y = r(V, [:t)+ s(W)c, where V is a p-dimensional random vector, W is a q-dimensional random vector, fi is an unknown vector in some open subset ~ of N", t-is a known function from R p ร— .~ into R, s is