Advances and Applications in Statistics
Volume 1, Issue 3, Pages 119 - 131
(December 2001)
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OPTIMAL NONLINEAR Lp-NORM
ESTIMATION
Seung Hoe Choi (Korea), Hae Kyung Kim (Korea) and Byung Heum Song (Korea)
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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.