Strong Consistency In Nonlinear-Regression With Multiplicative Error

    Authors

    B. B. Bhattacharyya; Y. Otsuka;G. D. Richardson

    Comments

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

    Abbreviated Journal Title

    Commun. Stat.-Theory Methods

    Keywords

    NONLINEAR REGRESSION; MULTIPLICATIVE ERROR; PARAESTIMATORS; STRONG; CONSISTENCY; COMPACTNESS; Statistics & Probability

    Abstract

    Sufficient conditions are given to ensure the existence of a sequence of strongly consistent estimators of the true parameter for a nonlinear regression model having random regressors and a multiplicative disturbance term. Special cases of this result include the least absolute value and the least squares estimation procedures.

    Journal Title

    Communications in Statistics-Theory and Methods

    Volume

    21

    Issue/Number

    10

    Publication Date

    1-1-1992

    Document Type

    Article

    Language

    English

    First Page

    2825

    Last Page

    2831

    WOS Identifier

    WOS:A1992JR20000006

    ISSN

    0361-0926

    Share

    COinS