Inconsistent M-estimators: nonlinear regression with multiplicative error

B. B. Bhattacharyya, T. M. Khoshgoftaar and G. D. Richardson

Statistics & Probability Letters, 1992, vol. 14, issue 5, 407-411

Abstract: Conditions are given which ensure the nonexistence of a sequence of strongly consistent M-estimators in a general parameter estimation problem. An example is given of a nonlinear regression model used in software engineering and having the property that every sequence of least squares estimators fails to be strongly consistent.

Keywords: Nonlinear; regression; multiplicative; error; strong; consistency; M-estimators (search for similar items in EconPapers)
Date: 1992
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