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Strong consistency of a sieve estimator for the variance in nonlinear regression

Author

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  • Bhattacharyya, B. B.
  • Richardson, G. D.

Abstract

A strongly consistent sequence of estimators of the variance of the disturbance term in a nonlinear regression model is given. This improves earlier results based on either equicontinuity or uniform convergence arguments.

Suggested Citation

  • Bhattacharyya, B. B. & Richardson, G. D., 1992. "Strong consistency of a sieve estimator for the variance in nonlinear regression," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 165-168, May.
    • Handle: RePEc:eee:stapro:v:14:y:1992:i:2:p:165-168
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