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The efficiency of the second-order nonlinear least squares estimator and its extension

We revisit the second-order nonlinear least square estimator proposed in Wang and Leblanc (Anne Inst Stat Math 60:883–900, 2008) and show that the estimator reaches the asymptotic optimality concerning the estimation variability. Using a fully semiparametric approach, we further modify and extend th...

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書目詳細資料
Main Authors: Kim, Mijeong, Ma, Yanyuan
格式: Artigo
語言:Inglês
出版: 2012
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在線閱讀:https://ncbi.nlm.nih.gov/pmc/articles/PMC3685756/
https://ncbi.nlm.nih.gov/pubmed/23794748
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10463-011-0332-y
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