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This article is cited in 1 scientific paper (total in 1 paper)
Probability theory and mathematical statistics
On improvement of statistical estimators in a power regression problem
E. N. Savinkinaab, A. I. Sakhanenkoab a Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
b Novosibirsk State University, 1, Pirogova str., Novosibirsk, 630090, Russia
Abstract:
We consider a task of estimating an unknown parameter in a special class of nonlinear regression problems. The second step of a two-stage estimation method is presented (with the first step consistent estimators being already obtained). The asymptotic normality of these estimators is proved.
Keywords:
non-linear regression, power regression, statistical estimators, asymptotically normal estimators, two-stage estimation, improved estimators.
Received October 29, 2019, published December 11, 2019
Citation:
E. N. Savinkina, A. I. Sakhanenko, “On improvement of statistical estimators in a power regression problem”, Sib. Èlektron. Mat. Izv., 16 (2019), 1901–1912
Linking options:
https://www.mathnet.ru/eng/semr1176 https://www.mathnet.ru/eng/semr/v16/p1901
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Abstract page: | 304 | Full-text PDF : | 147 | References: | 36 |
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