SOME SECOND ORDER ASYMPTOTICS IN NONLINEAR REGRESSION |
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| Authors: | Bo-Cheng Wei |
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| Institution: | Dept. Mathematics, Southeast Univ., Nanjing 210018, The People's Republic of China. |
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| Abstract: | Some asymptotics related to statistical curvature are studied from a geometric point of view. The method of stochastic expansion is used to study the second order information loss and some conditional inference for the least squares estimator in nonlinear regression in which the samples are independent but not necessarily identically distributed. |
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| Keywords: | Conditional inference curvature array information loss nonlinear regression stochastic expansion |
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