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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2017, Volume 14, Pages 972–979
DOI: https://doi.org/10.17377/semi.2017.14.081 (Mi semr838) 		 
Probability theory and mathematical statistics

Existence of explicit asymptotically normal estimators in a multiple logarithmic regression problem

A. Koldaevaa, A. Sakhanenkoab

a Novosibirsk State University, Pirogova Street, 2, 630090, Novosibirsk, Russia
b Sobolev Institute of Mathematics, Acad. Koptyug avenue, 4, 630090, Novosibirsk, Russia
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DOI: https://doi.org/10.17377/semi.2017.14.081
Abstract: We construct and investigate a class of explicit estimators for an unknown multidimensional parameter in a logarithmic regression problem. We present general conditions for these estimators to be asymptotically normal. It is the fourth class of non-linear regression problems for which such explicit estimators are found.
Keywords: multiple logarithmic regression, difficulties in the least squares method, explicit estimators of the parameters, asymptotically normal estimators.
Funding agency Grant number
Russian Foundation for Basic Research 13-01-12415_ofi_m
15-01-07460_a
The work is supported by RFBR (grants RFBR 15-01- 07460a, 13-01-12415ofi-m).
Received July 18, 2017, published September 26, 2017
Bibliographic databases:
Document Type: Article
UDC: 519.23
MSC: 62F12
Language: English
Citation: A. Koldaeva, A. Sakhanenko, “Existence of explicit asymptotically normal estimators in a multiple logarithmic regression problem”, Sib. Èlektron. Mat. Izv., 14 (2017), 972–979
Citation in format AMSBIB
\Bibitem{KolSak17}
\by A.~Koldaeva, A.~Sakhanenko
\paper Existence of explicit asymptotically normal estimators in a multiple logarithmic regression problem
\jour Sib. \`Elektron. Mat. Izv.
\yr 2017
\vol 14
\pages 972--979
\mathnet{http://mi.mathnet.ru/semr838}
\crossref{https://doi.org/10.17377/semi.2017.14.081}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000454861900014}
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