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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive

Sib. Èlektron. Mat. Izv., 2017 Volume 14, Pages 972–979 (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

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.

UDC: 519.23

MSC: 62F12

Received July 18, 2017, published September 26, 2017

Language: English

DOI: 10.17377/semi.2017.14.081



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