数学物理学报(英文版)

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ON A LARGE SAMPLE PROBLEM IN NONLINEAR REGRESSION

刘春玲   

  1. 武汉大学数学与统计学院, 武汉 430072
  • 收稿日期:2003-03-28 修回日期:2003-12-24 出版日期:2006-07-20 发布日期:2006-07-20
  • 通讯作者: 刘春玲

ON A LARGE SAMPLE PROBLEM IN NONLINEAR REGRESSION

Liu Chunling   

  1. School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • Received:2003-03-28 Revised:2003-12-24 Online:2006-07-20 Published:2006-07-20
  • Contact: Liu Chunling

摘要:

Assume that in the nonlinear regression model, independent variable sequence {xi,i≥1} is a known constant-vector sequence. This article proposes a condition on {xi}, which can be tested and verified easily. The condition is essential for proving the consistency and asymptotic normality of the estimator.

关键词: Nonlinear regression, large sample theory, w.p.1., equicontinuous

Abstract:

Assume that in the nonlinear regression model, independent variable sequence {xi,i≥1} is a known constant-vector sequence. This article proposes a condition on {xi}, which can be tested and verified easily. The condition is essential for proving the consistency and asymptotic normality of the estimator.

Key words: Nonlinear regression, large sample theory, w.p.1., equicontinuous

中图分类号: 

  • 62J02