Asymptotic Properties of Non-Linear Least Squares Estimators

1969/04/01 by Robert I. Jennrich · 1,346 citations
Computer Science · Engineering · Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Econometrics #Estimator #Fault Detection and Control Systems #Generalized least squares #Least-squares function approximation #Mathematics #Neural Networks and Applications #Statistics

paper · pdf · doi:10.1214/aoms/1177697731

published in The Annals of Mathematical Statistics 40(2), 633-643 (Institute of Mathematical Statistics)

openalex publication_date 1969/04/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/21

Cited by

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Complex Linear Least Squares
• An Approximation Algorithm for training One-Node ReLU Neural Network
• A Bootstrap Perspective on Stochastic Gradient Descent
• Adaptive prediction theory combining offline and online learning
• CT-CFAR A Robust CFAR Detector Based on CLEAN and Truncated Statistics in Sidelobe-Contaminated Environments
• Asymptotic Distribution of Constrained Nearly-Isotonic Graph Fused Lasso
• A Simple Robust Procedure in Instrumental Variables Regression
• Provably Safe and Robust Learning-Based Model Predictive Control
• An efficient Averaged Stochastic Gauss-Newton algorithm for estimating parameters of non linear regressions models
• Stochastic Descent Analysis of Representation Learning Algorithms
• Multivariate regression models for panel data
• New methods for analyzing structural models of labor force dynamics
• The Power of Log-Sum-Exp: Sequential Density Ratio Matrix Estimation for Speed-Accuracy Optimization
• Nonparametric Learning of Two-Layer ReLU Residual Units
• The assessment and planning of non-inferiority trials for retention of effect hypotheses - towards a general approach
• Inference for Multiple Change-points in Linear and Non-linear Time Series Models
• An Imputation-Consistency Algorithm for High-Dimensional Missing Data Problems and Beyond
• Identifiability and Inference for Generalized Latent Factor Models
• Recycled Two-Stage Estimation in Nonlinear Mixed Effects Regression Models
• Parameter-transfer in spatial autoregressive models via model averaging
• An Introduction to the Practical and Theoretical Aspects of Mixture-of-Experts Modeling
• Integrated conditional moment test and beyond: when the number of covariates is divergent
• A Scrambled Method of Moments
• Structural adaptation via L_p-norm oracle inequalities
• Theoretical Guarantees for AOA-based Localization: Consistency and Asymptotic Efficiency
• Code for "Optimal designs for identifying effective doses in drug combination studies"
• Two-Step Estimation of a Strategic Network Formation Model with Clustering
• Extrapolation Estimation for Parametric Regression with Normal Measurement Error
• Estimation and adaptive-to-model testing for regressions with diverging number of predictors
• Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independent structure
• Biosensor Arrays for Estimating Molecular Concentration in Fluid Flows
• RSS-Based Localization: Ensuring Consistency and Asymptotic Efficiency
• On Learning Continuous Pairwise Markov Random Fields
• Convergence Rates for Mixture-of-Experts
• Optimal experimental design and some related control problems
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models
• Consistency properties of a simulation-based estimator for dynamic processes
• A geometric characterization of c-optimal designs for heteroscedastic regression
• The Unifying Role of Iterative Generalized Least Squares in Statistical Algorithms
• Chapter 22 Panel data
• Direct and indirect least squares methods in continuous-time parameter estimation
• Chapter 36 Large sample estimation and hypothesis testing
• TESTING FOR STRUCTURAL CHANGE BY ISOTONIC REGRESSION
• The impact of covariance misspecification in multivariate Gaussian mixtures on estimation and inference: an application to longitudinal modeling. [europepmc]
• Left-censored dementia incidences in estimating cohort effects. [europepmc]
• Constrained Nonlinear and Mixed Effects Integral Differential Equation Models for Dynamic Cell Polarity Signaling. [europepmc]
• Asymptotics of Subsampling for Generalized Linear Regression Models under Unbounded Design. [europepmc]
• Temporally Local Maximum Likelihood with Application to SIS Model. [europepmc]
• Design of optimal concentrations for in vitro cytotoxicity experiments. [europepmc]