Some Asymptotic Properties of Colquhoun's Estimators for a Rectangular Hyperbola

F. R. Oliver

Journal of the Royal Statistical Society Series C, 1970, vol. 19, issue 3, 269-273

Abstract: The methods of direct and logarithmic least squares have been suggested by Colquhoun (1969) for estimating the parameters of the hyperbola y = Vx/(K + x). The asymptotic variance–covariance matrices of these estimators are found for the appropriate models of the stochastic terms, and their values shown to agree well with the results of his simulation study. Some of their properties are noted, and in particular it is shown that the strong positive correlation between the estimators of V and K found in Colquhoun's simulation study will be found whenever ‐ K

Date: 1970
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