Asymptotics of least-squares estimators for constrained nonlinear regression

The Annals of Statistics · 1996 · Volume 24 · Issue 3

Abstract

This paper is devoted to studying the asymptotic behavior of LS-estimators in constrained nonlinear regression problems. Here the constraints are given by nonlinear equalities and inequalities. Thus this is a very general setting. Essentially this kind of estimation problem is a stochastic optimization problem. So we make use of methods in optimization to overcome the difficulty caused by nonlinearity in the regression model and given constraints.

Keywords

62J02; 62J12; asymptotics; LS-estimator; nonlinear constraints; Nonlinear regression; stochastic optimization;

Enable JavaScript for citation tools and additional paper interactions.