Bulletin of the Korean Mathematical Society (대한수학회보)
- Volume 33 Issue 3
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- Pages.377-383
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- 1996
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- 1015-8634(pISSN)
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- 2234-3016(eISSN)
The consistency estimation in nonlinear regression models with noncompact parameter space
- Park, Seung-Hoe (Department of Mathematics, Yonsei University) ;
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Kim, Hae-Kyung
(Department of Mathematics, Yonsei University) ;
- Jang, Sook-Hee (Department of Mathematics, Yonsei University)
- Published : 1996.08.01
Abstract
We consider in this paper the following nonlinear regression model $$ (1.1) y_t = f(x_t, \theta_o) + \in_t, t = 1, \ldots, n, $$ where $y_t$ is the tth response, $x_t$ is m-vector imput variable, $\theta_o$ is a p-vector of unknown parameter belong to a parameter space $\Theta, f:R^m \times \Theta \ to R^1$ is a nonlinear known function, and $\in_t$ are independent unobservable random errors with finite second moment.