Large deviations for randomly weighted least squares estimator in a nonlinear regression model

Yi Wu, Wei Yu and Xuejun Wang ()
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Yi Wu: Chizhou University
Wei Yu: Anhui University
Xuejun Wang: Anhui University

Metrika: International Journal for Theoretical and Applied Statistics, 2024, vol. 87, issue 5, No 4, 570 pages

Abstract: Abstract In this work, we introduce the random weighting method to the nonlinear regression model and study the asymptotic properties for the randomly weighted least squares estimator with dependent errors. The results reveal that this new estimator is consistent. Moreover, some simulations are also carried out to show the performance of the proposed estimator.

Keywords: Random weighting method; Least squares estimator; Nonlinear regression model; Dependent errors; 62J02; 62F12 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00184-023-00926-0

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