• Title/Summary/Keyword: asymmetric least square estimators

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Asymmetric Least Squares Estimation for A Nonlinear Time Series Regression Model

  • Kim, Tae Soo;Kim, Hae Kyoung;Yoon, Jin Hee
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.633-641
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    • 2001
  • The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

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THE STRONG CONSISTENCY OF THE ASYMMETRIC LEAST SQUARES ESTIMATORS IN NONLINEAR CENSORED REGRESSION MODELS

  • Choi, Seung-Hoe;Kim, Hae-Kyung
    • Communications of the Korean Mathematical Society
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    • v.18 no.4
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    • pp.703-712
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    • 2003
  • This paper deals with the strong consistency of the asymmetric least squares for the nonlinear censored regression models which includes dependent variables cut off midway by any of external conditions, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. One example is given to illustrate the application of the main result.