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Strong consistency in nonlinear regression with multipucative error |
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| Authors: | B B Bhattacharyya Y Otsuka G D Richardson |
| Institution: | 1. Department of Statistics , North Carolina State University , Raleigh, NC 27607;2. Department of Economics , University of Central Florida , Orlando, FL 32816;3. Department of Mathematics , University of Central Florida , Orlando, FL 32816 |
| Abstract: | Sufficient conditions are given to ensure the existence of a sequence of strongly consistent estimators of the true parameter for a nonlinear regression model naving random regressors and a multiplicative disturbance term. Special cases of this result include the least absolute value and the least squares estimation procedures. |
| Keywords: | nonlinear regression multiplicative error p-estimators strong consistency compactness |