Download or read book ASYMPTOTIC THEORY OF NONLINEAR LEAST SQUARES ESTIMATION written by Chien-Fu WU and published by . This book was released on 1979 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Theory of Nonlinear Regression written by A.A. Ivanov and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let us assume that an observation Xi is a random variable (r.v.) with values in 1 1 (1R1 , 8 ) and distribution Pi (1R1 is the real line, and 8 is the cr-algebra of its Borel subsets). Let us also assume that the unknown distribution Pi belongs to a 1 certain parametric family {Pi() , () E e}. We call the triple £i = {1R1 , 8 , Pi(), () E e} a statistical experiment generated by the observation Xi. n We shall say that a statistical experiment £n = {lRn, 8 , P; ,() E e} is the product of the statistical experiments £i, i = 1, ... ,n if PO' = P () X ... X P () (IRn 1 n n is the n-dimensional Euclidean space, and 8 is the cr-algebra of its Borel subsets). In this manner the experiment £n is generated by n independent observations X = (X1, ... ,Xn). In this book we study the statistical experiments £n generated by observations of the form j = 1, ... ,n. (0.1) Xj = g(j, (}) + cj, c c In (0.1) g(j, (}) is a non-random function defined on e , where e is the closure in IRq of the open set e ~ IRq, and C j are independent r. v .-s with common distribution function (dJ.) P not depending on ().

Download or read book Robust Methods and Asymptotic Theory in Nonlinear Econometrics written by H. J. Bierens and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of results of Jennrich. Special attention is payed to the comparison of the asymptotic efficiency of NLLSE and NLRME. It is shown that if the tails of the error distribution are fatter than those of the normal distribution NLRME is more efficient than NLLSE. The NLWRME method is appropriate if the distributions of both the errors and the regressors have fat tails. This study also improves and extends the NL2SLSE theory of Amemiya. The method involved is a variant of the instrumental variables method, requiring at least as many instrumental variables as parameters to be estimated. The new MIE method requires less instrumental variables. Asymptotic normality can be derived by employing only one instrumental variable and consistency can even be proved with out using any instrumental variables at all.

Download or read book Asymptotic Properties of Nonlinear Least Squares Estimators in a Replicated Time Series Model written by Jeremy Sin-hing Wu and published by . This book was released on 1982 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Theory of Nonlinear Regression written by A. A. Ivanov and published by . This book was released on 2014-01-15 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation and Inference in Unstable Nonlinear Least Squares Models written by Otilia Boldea and published by . This book was released on 2008 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Keywords: test for breaks, break-point distribution, nonlinear asymptotic theory, stability tests, unstable NLS, nonlinear least squares, estimation of multiple breaks, multiple change points.

Download or read book Partially Linear Models written by Wolfgang Härdle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.

Download or read book Asymptotic Theory for Ordinary Least Squares Estimators in Regression Models with Forecast Feedback written by Michael Mohr and published by . This book was released on 1990* with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Theory for process least squares estimators for diffusion processes written by B. L. S. Prakasa Rao and published by . This book was released on 1979 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Strong consistency and asymptotic normality of an estimator related to least squares estimator for parameters involved in nonlinear stochastic differential equations are investigated by studying families of stochastic integrals using Fourier analytic methods. (Author).

Download or read book Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models written by Stanford University. Department of Statistics and published by . This book was released on 1990 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal written by and published by . This book was released on 1997 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: The consistency and the asymptotic normality of the least squares estimators are derived of the sinusoidal model under the assumption of stationary random error. It is observed that the model does not satisfy the standard sufficient conditions of Jennrich (1969) Wu (1981) or Kundu (1991). Recently the consistency and the asymptotic normality are derived for the sinusoidal signal under the assumption of normal error (Kundu; 1993) and under the assumptions of independent and identically distributed random variables in Kundu and Mitra (1996). This paper will generalize them. Hannan (1971) also considered the similar kind of model and establish the result after making the Fourier transform of the data for one parameter model. We establish the result without making the Fourier transform of the data. We give an explicit expression of the asymptotic distribution of the multiparameter case, which is not available in the literature. Our approach is different from Hannan's approach. We do some simulations study to see the small sample properties of the two types of estimators.

Download or read book Asymptotic Normality of the Jackknife Least squares Estimators in Non Linear Regression written by Cécile Durot and published by . This book was released on 1996 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Theory of a Bias corrected Least Squares Estimator in Truncated Regression written by Stanford University. Department of Statistics and published by . This book was released on 1990 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Linear Least Squares Estimates and Nonlinear Means written by Roger L. Berger and published by . This book was released on 1981 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: The consistency and asymptotic normality of a linear least squares estimate of the form (X'X)(bar)X'Y when the mean is not (X)(Beta) is investigated in this paper. The least squares estimate is a consistent estimate of the best linear approximation of the true mean function for the design chosen. The asymptotic normality of the least squares estimate depends on the design and the asymptotic mean may not be the best linear approximation of the true mean function. (Author).

Download or read book Least Squares Estimation and Adaptive Prediction in Non linear Stochastic Regression Models with Applications to Time Series and Stochastic Systems written by Guangrui Zhu and published by . This book was released on 1992 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Linear and Nonlinear Models for the Analysis of Repeated Measurements written by Edward Vonesh and published by CRC Press. This book was released on 1996-11-01 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integrates the latest theory, methodology and applications related to the design and analysis of repeated measurement. The text covers a broad range of topics, including the analysis of repeated measures design, general crossover designs, and linear and nonlinear regression models. It also contains a 3.5 IBM compatible disk, with software to implem

Download or read book Asymptotic Theory of Nonparametric Estimation of Conditional Quantiles written by Probal Chaudhuri and published by . This book was released on 1988 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: