Inconsistent M-estimators: nonlinear regression with multiplicative error

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.

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Year of publication:	1992
Authors:	Bhattacharyya, B. B. ; Khoshgoftaar, T. M. ; Richardson, G. D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 5, p. 407-411
Publisher:	Elsevier
Keywords:	Nonlinear regression multiplicative error strong consistency M-estimators

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254253