Strong consistency in nonlinear regression with multipucative error

DOI10.1080/03610929208830946MaRDI QIDQ4202690zbMATH OpenOpenAlexFDO

Authors B. B. Bhattacharyya, Yuki Otsuka, Gary Richardson

Publication date 4 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929208830946

zbMATH Keywords

compactnessexistence of a sequence of strongly consistent estimatorsleast absolute value estimatorsleast squares estimationmultiplicative disturbance termmultiplicative errorrandom regressorsstrong consistencysufficient conditions

Mathematics Subject Classification ID

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

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Cites work

• Bootstrapping in multiplicative models
• Some Statistical Implications of the Log Transformation of Multiplicative Models
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm

Cited in

(8)

• Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors
• Strong consistency of the extended least squares method with nonlinear error transformation
• Strong consistency of a sieve estimator for the variance in nonlinear regression
• Strong consistency in nonlinear stochastic regression models.
• Weighted Wilcoxon estimators in nonlinear regression
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