On asymptotic normality in nonlinear regression
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.
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Volume (Year): 79 (2009)
Issue (Month): 6 (March)
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- Wang, J. D., 1995. "Asymptotic Normality of L1-Estimators in Nonlinear Regression," Journal of Multivariate Analysis, Elsevier, vol. 54(2), pages 227-238, August.
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