Monte Carlo simulation of the estimators for nonlinear regression model

비선형 회귀모형 추정량들의 몬데칼로 시뮬레이션에 의한 비교

In regression model we estimate the unknown parameters using various methods. There are the least squares method which is the most general, the least absolute deviation, the regression quantile and the asymmetric least squares method. In this paper, we will compare each others with two case: to begin with the theoretical comparison in the asymptotic sense, and then the practical comparison using Monte Carlo simulation for a small sample size.