×

On conditions of asymptotic normality of second step estimates in two-dimensional problems of linear-fractional regression. (Russian) Zbl 1027.62052

Summary: The problem of unknown two-dimensional parameter estimation for nonlinear regression arising in a number of applications and called the Michaelis-Menten equation is considered. An estimate for the asymptotic covariation matrix is constructed. The estimate preserves the main property of the estimated matrix: it provides the required normalisation for convergence to the two-dimensional normal distribution.

MSC:

62J02 General nonlinear regression
62F12 Asymptotic properties of parametric estimators
PDFBibTeX XMLCite