Ying YANG
Consider the standard non-linear regression model yi=g(xi,θ0)+εi,i=1,…,n where g(x,θ) is a continuous function on a bounded closed region X×Θ,θ0 is the unknown parameter vector in ΘR⊂p,{x1,x2,…,xn} is a deterministic design of experiment and {ε1,ε2,…,εn} is a sequence of independent random variables.This paper establishes the existences of M-estimates and the asymptotic uniform linearity of M-scores in a family of non-linear regression models when the errors are independent and identically distributed.This result is then used to obtain the asymptotic distribution of a class of M-estimators for a large class of non-linear regression models.At the same time,we point out that Theorem 2 of Wang (1995) (J.of Multivariate Analysis,vol.54,pp.227-238,Corrigenda.vol.55,p.350) is not correct.