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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Taylor & Francis
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/17265/1/The%20performance%20of%20robust%20two.pdf http://psasir.upm.edu.my/id/eprint/17265/ http://www.tandfonline.com/doi/pdf/10.1080/03610918.2010.490316 |
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