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Volumn 58, Issue 2, 1997, Pages 371-387

Efficient estimates in linear and nonlinear regression with heteroscedastic errors

Author keywords

Efficient influence function; Heteroscedastic regression; Least dispersed regular estimates; Linear and nonlinear regression; Semiparametric models

Indexed keywords


EID: 0031536946     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(96)00077-8     Document Type: Article
Times cited : (4)

References (15)
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    • Begun, J.1    Hall, W.2    Huang, W.-M.3    Wellner, J.4
  • 2
    • 0000947808 scopus 로고
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    • Bickel, P.J.1
  • 4
    • 0000782631 scopus 로고
    • Adapting for heteroscedasticity in linear models
    • Carroll, R.J. (1982). Adapting for heteroscedasticity in linear models. Ann. Statist. 10, 1224-1233.
    • (1982) Ann. Statist. , vol.10 , pp. 1224-1233
    • Carroll, R.J.1
  • 5
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    • Asymptotic properties of non-linear least squares estimates
    • Jennrich, R.I. (1969). Asymptotic properties of non-linear least squares estimates. Ann. Math. Statist. 40, 633-643.
    • (1969) Ann. Math. Statist. , vol.40 , pp. 633-643
    • Jennrich, R.I.1
  • 6
    • 0000821745 scopus 로고
    • Estimation of heteroscedasticity in regression analysis
    • Müller, H.-G. and U. Stadtmüller (1987). Estimation of heteroscedasticity in regression analysis. Ann. Statist. 15, 610-625.
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    • Müller, H.-G.1    Stadtmüller, U.2
  • 8
    • 0001075056 scopus 로고
    • Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
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    • (1987) Econometrica , vol.55 , pp. 875-891
    • Robinson, P.M.1
  • 9
    • 0000179052 scopus 로고
    • On asymptotically efficient estimation in semi-parametric models
    • Schick, A. (1986). On asymptotically efficient estimation in semi-parametric models. Ann. Statist. 14, 1139-1151.
    • (1986) Ann. Statist. , vol.14 , pp. 1139-1151
    • Schick, A.1
  • 10
    • 38149143251 scopus 로고
    • A note on the construction of asymptotically linear estimators
    • Schick, A. (1987). A note on the construction of asymptotically linear estimators. J. Statist. Plann. Inference 16, 89-105. Correction (1989) 22, 269-270.
    • (1987) J. Statist. Plann. Inference , vol.16 , pp. 89-105
    • Schick, A.1
  • 11
    • 38149143251 scopus 로고
    • Schick, A. (1987). A note on the construction of asymptotically linear estimators. J. Statist. Plann. Inference 16, 89-105. Correction (1989) 22, 269-270.
    • (1989) Correction , vol.22 , pp. 269-270
  • 12
    • 21344489030 scopus 로고
    • On efficient estimation in regression models
    • Schick, A. (1993). On efficient estimation in regression models, Ann. Statist. 21, 1486-1521.
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    • Schick, A.1
  • 13
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    • On efficient estimation in regression models with unknown scale functions
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    • Schick, A.1
  • 14
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    • Optimal global rates of convergence for nonparametric regression
    • Stone, C.J. (1982). Optimal global rates of convergence for nonparametric regression. Ann. Statist. 10, 1040-1053.
    • (1982) Ann. Statist. , vol.10 , pp. 1040-1053
    • Stone, C.J.1
  • 15
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    • Asymptotic theory of nonlinear least squares estimation
    • Wu, C.-F. (1981). Asymptotic theory of nonlinear least squares estimation. Ann. Statist. 9, 501-513.
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    • Wu, C.-F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.