On asymptotic normality in nonlinear regression
In this paper we reconsider the results in Wang [Wang, J., 1995. Asymptotic normality of L1-estimators in nonlinear regression. J. Multivariate Anal. 54, 227-238; Wang, J., 1996. Asymptotics of least-squares estimators for constrained nonlinear regression. Ann. Statist. 4, 1316-1326], who studies the conditions for asymptotic normality of L1- and (constrained) L2-norm regression estimators in the nonlinear regression model. Unfortunately, Wang fails to state necessary global conditions.
Year of publication: |
2009
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Authors: | Haupt, Harry ; Oberhofer, Walter |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 6, p. 848-849
|
Publisher: |
Elsevier |
Saved in:
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