On the consistency of a class of nonlinear regression estimators
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نویسنده
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abebe a. ,mckean j.w. ,bindele h.f.
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منبع
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pakistan journal of statistics and operation research - 2012 - دوره : 8 - شماره : 3 - صفحه:543 -555
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چکیده
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In this paper,we study conditions sufficient for strong consistency of a class of estimators of parameters of nonlinear regression models. the study considers continuous functions depending on a vector of parameters and a set of random regressors. the estimators chosen are minimizers of a generalized form of the signed-rank norm. the generalization allows us to make consistency statements about minimizers of a wide variety of norms including the l 1 and l 2 norms. by implementing trimming,it is shown that high breakdown estimates can be obtained based on the proposed dispersion function.
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کلیدواژه
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Nonlinear regression; Order statistics; Signed-rank; Strong consistency
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آدرس
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department of mathematics and statistics,auburn university,221 parker hall,auburn, United States
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