Pollard, David; Radchenko, Peter - In: Journal of Multivariate Analysis 97 (2006) 2, pp. 548-562
The paper uses empirical process techniques to study the asymptotics of the least-squares estimator (LSE) for the fitting of a nonlinear regression function. By combining and extending ideas of Wu and Van de Geer, it establishes new consistency and central limit theorems that hold under only...