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On asymptotic normality in nonlinear regression

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  • Haupt, Harry
  • Oberhofer, Walter

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.

Suggested Citation

  • Haupt, Harry & Oberhofer, Walter, 2009. "On asymptotic normality in nonlinear regression," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 848-849, March.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:6:p:848-849
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    References listed on IDEAS

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    1. Wang, J. D., 1995. "Asymptotic Normality of L1-Estimators in Nonlinear Regression," Journal of Multivariate Analysis, Elsevier, vol. 54(2), pages 227-238, August.
    2. Prakasa Rao, B. L. S., 1984. "The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors," Journal of Multivariate Analysis, Elsevier, vol. 14(3), pages 315-322, June.
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