On asymptotic normality in nonlinear regression

Harry Haupt and Walter Oberhofer

Statistics & Probability Letters, 2009, vol. 79, issue 6, 848-849

Abstract: 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.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00514-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:79:y:2009:i:6:p:848-849

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().