Recycled Least Squares Estimation in Nonlinear Regression
Methodology
2018-12-18 v1 Statistics Theory
Applications
Statistics Theory
Abstract
We consider a resampling scheme for parameters estimates in nonlinear regression models. We provide an estimation procedure which recycles, via random weighting, the relevant parameters estimates to construct consistent estimates of the sampling distribution of the various estimates. We establish the asymptotic normality of the resampled estimates and demonstrate the applicability of the recycling approach in a small simulation study and via example.
Cite
@article{arxiv.1812.06167,
title = {Recycled Least Squares Estimation in Nonlinear Regression},
author = {Ben Boukai and Yue Zhang},
journal= {arXiv preprint arXiv:1812.06167},
year = {2018}
}
Comments
19 pages with 4 figures and 7 tables