ASYMPTOTIC THEORY OF LEAST-SQUARES ESTIMATOR OF A PARTICULAR NONLINEAR-REGRESSION MODEL

被引：27

作者：

KUNDU, D ^{[1
]}

机构：

[1] INDIAN INST TECHNOL,DEPT MATH,KANPUR 208016,UTTAR PRADESH,INDIA

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 18卷 / 01期

关键词：

CONSISTENCY; LEAST SQUARES ESTIMATOR; NONLINEAR REGRESSION;

D O I：

10.1016/0167-7152(93)90093-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The consistency and asymptotic normality of the least squares estimator are derived for a particular non-linear regression model, which does not satisfy the standard sufficient conditions of Jennrich (1969) or Wu (1981), under the assumption of normal errors.

引用

页码：13 / 17

页数：5