Inconsistent M-Estimators - Nonlinear-Regression With Multiplicative Error

    Authors

    B. B. Bhattacharyya; T. M. Khoshgoftaar;G. D. Richardson

    Comments

    Authors: contact us about adding a copy of your work at STARS@ucf.edu

    Abbreviated Journal Title

    Stat. Probab. Lett.

    Keywords

    NONLINEAR REGRESSION; MULTIPLICATIVE ERROR; STRONG CONSISTENCY; M-ESTIMATORS; Statistics & Probability

    Abstract

    Conditions are given which ensure the nonexistence of a sequence of strongly consistent M-estimators in a general parameter estimation problem. An example is given of a nonlinear regression model used in software engineering and having the property that every sequence of least squares estimators fails to be strongly consistent.

    Journal Title

    Statistics & Probability Letters

    Volume

    14

    Issue/Number

    5

    Publication Date

    1-1-1992

    Document Type

    Article

    Language

    English

    First Page

    407

    Last Page

    411

    WOS Identifier

    WOS:A1992JJ55300010

    ISSN

    0167-7152

    Share

    COinS