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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

The asymptotic normality of the Koenker-Bassett estimators in nonlinear regression models


Authors: O. V. Ivanov and I. V. Orlovskii
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 72 (2005).
Journal: Theor. Probability and Math. Statist. 72 (2006), 33-45
MSC (2000): Primary 62J02; Secondary 62J99
Published electronically: August 10, 2006
MathSciNet review: 2168134
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Abstract: The asymptotic normality of the Koenker-Bassett estimators of parameters of a nonlinear regression model with discrete time and independent errors of observations is studied in the paper.


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Additional Information

O. V. Ivanov
Affiliation: National Technical University of Ukraine (KPI), Peremogy Avenue 37, Kyiv, Ukraine
Email: ivanov@paligora.kiev.ua

I. V. Orlovskii
Affiliation: National Technical University of Ukraine (KPI), Peremogy Avenue 37, Kyiv, Ukraine

DOI: http://dx.doi.org/10.1090/S0094-9000-06-00662-4
PII: S 0094-9000(06)00662-4
Received by editor(s): March 19, 2004
Published electronically: August 10, 2006
Article copyright: © Copyright 2006 American Mathematical Society