Title

Inconsistent M-Estimators: Nonlinear Regression With Multiplicative Error

Keywords

M-estimators; multiplicative error; Nonlinear regression; strong consistency

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. © 1992.

Publication Date

7-11-1992

Publication Title

Statistics and Probability Letters

Volume

14

Issue

5

Number of Pages

407-411

Document Type

Article

Identifier

scopus

Personal Identifier

scopus

DOI Link

https://doi.org/10.1016/0167-7152(92)90102-B

Socpus ID

44049117690 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/44049117690

This document is currently not available here.

Share

COinS