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Advances and Applications in Statistics
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Abstract: This paper investigates the asymptotic
properties of the
Lp -norm
estimators
for the nonlinear regression model. The simple and
practical sufficient conditions for the strong
consistency and asymptotic normality of the nonlinear Lp -norm
estimators
are given. The optimal nonlinear Lp -norm
estimator
is also discussed using the asymptotic relative
efficiency of proposed estimators. Some examples are
given to illustrate the application of the main
results.
Keywords and phrases: nonlinear Lp -norm estimation, consistency, normality, efficiency.
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P-ISSN: 0972-3617
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