Asymptotically normal estimation of a multidimensional parameter in the linear-fractional regression problem

MaRDI QIDQ2773620zbMATH OpenFDO

Authors A. I. Sakhanenko, Yu. Yu. Linke

Publication date 24 February 2002

Published in Sibirskiĭ Matematicheskiĭ Zhurnal (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/49094

zbMATH Keywords

nonlinear regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Review text

Let a sequence of random variables \(Z_1,\dots, Z_N\) be defined by: NEWLINE\[NEWLINEZ_i=\alpha_i(\theta)/\beta_i(\theta)+\xi_i,\quad i=1,\dots,N,NEWLINE\]NEWLINE where NEWLINE\[NEWLINE\alpha_i(\theta)=\alpha_{0i}+\sum_{j=1}^ma_{ji}\theta_j, \quad \beta_i(\theta)=1+\sum_{j=1}^mb_{ji}\theta_j,NEWLINE\]NEWLINE are linear combinations depending on an unknown \(m\)-dimensional parameter \(\theta\), while \(b_{ji}\geq 0\), \(a_{0i}\), and \(a_{ji}\) are known numbers.NEWLINENEWLINENEWLINEThe authors consider the problem of estimating the unknown vector \(\theta\) from the observations \(Z_1,\dots,Z_N\). They construct an estimator which is asymptotically normal under rather general assumptions on the constants \(\{c_i\}\) and the random errors \(\xi_1,\xi_2,\dots\) . Conditions for optimality of the estimators are also obtained. The article generalizes some previous results of the authors [ibid. 41, No. 1, 125-137 (2000; Zbl 0943.62025)].

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(7)

• Asymptotically normal estimation of a parameter in a linear-fractional regression problem
• Existence of explicit asymptotically normal estimators in a multiple logarithmic regression problem
• Explicit asymptotically normal estimation of a parameter for some multivariate nonlinear regression problems
• Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients
• scientific article; zbMATH DE number 3909550 (Why is no real title available?)
• On Existence of Explicit Asymptotically Normal Estimators in Nonlinear Regression Problems
• Asymptotically optimal estimation in a linear fractional regression problem with random errors in coefficients

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