Regression rank scores in nonlinear models

Details Regression rank scores in nonlinear models Regression rank scores in nonlinear models

2008-05-15

arxiv.org/abs/0805.2300v1

IMS Collections 2008, Vol. 1, 173-183

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/193940307000000121 the IMS Collections (http://www.imstat.org/publications/imscollec

Scientific paper

10.1214/193940307000000121

Consider the nonlinear regression model $Y_i=g({\bf x}_i,\boldmath $\theta$)+e_i,\quad i=1,...,n$(1) with ${\bf x}_i\in \mathbb{R}^k,$ $\boldmath{\theta}=(\theta_0,\theta_1,...,\theta_p)^{\prime}\in \boldmath $\Theta$$ (compact in $\mathbb{R}^{p+1}$), where $g({\bf x},\boldmath $\theta$)=\theta_0+\tilde{g}({\bf x},\theta_1,...,\theta_p)$ is continuous, twice differentiable in $\boldmath $\theta$$ and monotone in components of $\boldmath $\theta$$. Following Gutenbrunner and Jure\v{c}kov\'{a} (1992) and Jure\v{c}kov\'{a} and Proch\'{a}zka (1994), we introduce regression rank scores for model (1), and prove their asymptotic properties under some regularity conditions. As an application, we propose some tests in nonlinear regression models with nuisance parameters.

Affiliated with

Also associated with

No associations

Rating

Regression rank scores in nonlinear models does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Regression rank scores in nonlinear models, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Regression rank scores in nonlinear models will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-509843