Constructing initial estimators in one-step estimation procedures of nonlinear regression

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• 作者：Yu.Yu. Linke ^{linke@math.nsc.ru" class="auth_mail" title="E-mail the corresponding author} ; I.S. Borisov ; ^{sibam@math.nsc.ru" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Nonlinear regression ; One-step MM-estimator ; Initial estimator ; αnαn-consistency ; Asymptotic normality
• 刊名：Statistics & Probability Letters
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：120
• 期：Complete
• 页码：87-94
• 全文大小：407 K

文摘

We discuss an approach to construct explicitly calculable consistent estimators for parameters of some nonlinear regression models. The estimators of such a kind can be used as initial estimators in one-step estimation procedures for unknown parameters of these models.