{"paper":{"title":"Consistency of M estimates for separable nonlinear regression models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Fasano Mar\\'ia Victoria, Ricardo A. Maronna","submitted_at":"2012-07-02T19:05:48Z","abstract_excerpt":"Consider a nonlinear regression model : y_{i}=g(x_{i},{\\theta})+e_{i}, i=1,...,n, where the x_{i} are random predictors x_{i} and {\\theta} is the unknown parameter vector ranging in a set {\\Theta}\\subsetR^{p}. All known results on the consistency of the least squares estimator and in general of M estimators assume that either {\\Theta} is compact or g is bounded, which excludes frequently employed models such as the Michaelis-Menten, logistic growth and exponential decay models. In this article we deal with the so-called separable models, where p=p_{1}+p_{2}, {\\theta}=({\\alpha},{\\beta}) with {\\"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1207.0473","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}