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Asymptotics of least-squares estimators for constrained nonlinear regression

Asymptotics of least-squares estimators for constrained nonlinear regression

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 …