A large deviation result for the least squares estimators in nonlinear regression
نویسندگان
چکیده
منابع مشابه
Weighted least squares estimators in possibly misspecified nonlinear regression
The behavior of estimators for misspecified parametric models has been well studied. We consider estimators for misspecified nonlinear regression models, with error and covariates possibly dependent. These models are described by specifying a parametric model for the conditional expectation of the response given the covariates. This is a parametric family of conditional constraints, which makes...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1993
ISSN: 0304-4149
DOI: 10.1016/0304-4149(93)90022-v