Theory of Probability and Mathematical Statistics

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

Author(s): O. V. Ivanov; I. V. Orlovskii
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 72 (2005).
Journal: Theor. Probability and Math. Statist. No. 72 (2006), 33-45.
MSC (2000): Primary 62J02; Secondary 62J99
Posted: August 10, 2006
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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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Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 62J02, 62J99

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: 10.1090/S0094-9000-06-00662-4
PII: S 0094-9000(06)00662-4
Received by editor(s): 19/MAR/2004
Posted: August 10, 2006
Copyright of article: Copyright 2006, American Mathematical Society

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ISSN: 1547-7363(e) 0094-9000(p)

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