Maximum likelihood and least squares estimators for a nonlinear model with heterogeneous variances. (English) Zbl 0632.62061
We study the estimation of a response curve F(x;\(\theta)\), when the variate U is Gaussian, with expectation F(x;\(\theta)\) and with variance proportional to a function of parameters \(V^ 2(x;\theta)\). We compare the asymptotic properties of maximum likelihood and least squares estimators of \(\theta\).
MSC:
| 62J02 | General nonlinear regression |
Keywords:
rate of convergence; heterogeneity of variance; estimation of a response curve; maximum likelihood; least squares estimatorsReferences:
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