An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 571-583
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For a one-dimensional parameter non-linear regression model
$$
x_j=g_j(\theta_0)+\varepsilon_j,\qquad j\ge 1,
$$
under some assumptions about the non-random sequence $\{g_j(\theta_0)\}_{j\ge 1}$ and the random
sequence $\{\varepsilon_j\}_{j\ge 1}$, an asymptotic expansion for the distribution of the least squares estimator of $\theta_0$ is obtained.
@article{TVP_1976_21_3_a8,
author = {A. V. Ivanov},
title = {An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {571--583},
publisher = {mathdoc},
volume = {21},
number = {3},
year = {1976},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/}
}
TY - JOUR AU - A. V. Ivanov TI - An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1976 SP - 571 EP - 583 VL - 21 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/ LA - ru ID - TVP_1976_21_3_a8 ER -
%0 Journal Article %A A. V. Ivanov %T An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter %J Teoriâ veroâtnostej i ee primeneniâ %D 1976 %P 571-583 %V 21 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/ %G ru %F TVP_1976_21_3_a8
A. V. Ivanov. An asymptotic expansion for the distribution of the least squares estimator of the non-linear regression parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 571-583. http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a8/