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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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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2012
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| Matèries: | |
| Accés en línia: | 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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