A. A. Kalenchuk, A. I. Sakhanenko, “The existence of explicit asymptotically normal estimators of an unknown parameter in a logarithmic regression problem”, Sib. Èlektron. Mat. Izv., 2015, Volume 12,Pages <nobr>874

This article is cited in 4 papers

Probability theory and mathematical statistics

The existence of explicit asymptotically normal estimators of an unknown parameter in a logarithmic regression problem

A. A. Kalenchuk^a, A. I. Sakhanenko^ba

^a Novosibirsk State University, Pirogova str., 2, 630090, Novosibirsk, Russia
^b Sobolev Institute of Mathematics, pr. Koptyuga, 4, 630090, Novosibirsk, Russia

Abstract: We construct and investigate a class of explicit estimators for the unknown 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: logarithmic regression, difficulties in the least squares method, explicit estimators of the parameters, asymptotically normal estimators.

UDC: 519.23

MSC: 62F12

Received October 25, 2015, published December 1, 2015

DOI: 10.17377/semi.2015.12.074