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.
