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Second-order nonlinear least squares estimation

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  • Liqun Wang

    ()

  • Alexandre Leblanc

Abstract

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File URL: http://hdl.handle.net/10.1007/s10463-007-0139-z
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Bibliographic Info

Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 60 (2008)
Issue (Month): 4 (December)
Pages: 883-900

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Handle: RePEc:spr:aistmt:v:60:y:2008:i:4:p:883-900

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Related research

Keywords: Nonlinear regression; Asymmetric error distribution; Weighted least squares; Minimum distance estimator; Consistency; Asymptotic normality;

References

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  1. A. Azzalini & A. Capitanio, 1999. "Statistical applications of the multivariate skew normal distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 579-602.
  2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
  3. Amemiya, Takeshi, 1973. "Regression Analysis when the Dependent Variable is Truncated Normal," Econometrica, Econometric Society, vol. 41(6), pages 997-1016, November.
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Cited by:
  1. Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
  2. Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer, vol. 65(4), pages 721-762, August.
  3. Taraneh Abarin & Liqun Wang, 2012. "Instrumental variable approach to covariate measurement error in generalized linear models," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(3), pages 475-493, June.
  4. Xin Chen & Min Tsao & Julie Zhou, 2012. "Robust second-order least-squares estimator for regression models," Statistical Papers, Springer, vol. 53(2), pages 371-386, May.
  5. Mijeong Kim & Yanyuan Ma, 2012. "The efficiency of the second-order nonlinear least squares estimator and its extension," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(4), pages 751-764, August.

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