The performance of robust two-stage estimator in nonlinear regression with autocorrelated error.

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The performance of robust two-stage estimator in nonlinear regression with autocorrelated error.

Some statistics practitioners often ignore the underlying assumptions when analyzing a real data and employ the Nonlinear Least Squares (NLLS) method to estimate the parameters of a nonlinear model. In order to make reliable inferences about the parameters of a model, require that the underlying as...

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Bibliographic Details
Main Authors:	Riazoshams, Hossein, Midi, Habshah, Sh. Sharipov, Olimjon
Format:	Article
Language:	English English
Published:	Taylor & Francis 2010
Subjects:	Parameter estimation. Mathematical statistics.
Online Access:	http://psasir.upm.edu.my/id/eprint/17265/ http://psasir.upm.edu.my/id/eprint/17265/1/The%20performance%20of%20robust%20two.pdf

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