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Model Averaging for Nonlinear Regression Models
Journal of Business and Economic Statistics, 2022Yang Feng, Qingfeng Liu
exaly
On adaptive estimation in nonlinear regression
Kybernetika, 1994Summary: To study adaptive estimators for the regression parameter we embed the usual nonlinear regression model in a semiparametric one. The parameter of interest is the finite dimensional regression parameter and the unknown density of the error distribution is the infinite dimensional nuisance parameter.
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An interior point algorithm for nonlinear quantile regression
Journal of Econometrics, 1996Roger Koenker
exaly
Functional-Coefficient Regression Models for Nonlinear Time Series
Journal of the American Statistical Association, 2000Zongwu Cai, Jianqing Fan, Qiwei Yao
exaly
Consequences and Detection of Misspecified Nonlinear Regression Models
Journal of the American Statistical Association, 1981Halbert White
exaly

