Prakasa Rao, B. L. S. (1985) Asymptotic theory of least squares estimator in a non regular nonlinear regression model Statistics & Probability Letters, 3 (1). pp. 15-18. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...
Related URL: http://dx.doi.org/10.1016/0167-7152(85)90004-5
Abstract
The asymptotic properties of the least squares estimator are derived for a non regular nonlinear model via the study of weak convergence of the least squares process. This approach was adapted earlier by the author in the smooth case. The model discussed here is not amenable to analysis via the normal equations and Taylor expansions used by earlier authors.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Weak Convergence; Least Squares Process; Regression Model |
| ID Code: | 37070 |
| Deposited On: | 26 Apr 2011 10:26 |
| Last Modified: | 27 Apr 2011 06:29 |
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