Testing hypotheses in nonlinear regression for nonnormal distributions

DOI10.1080/02331888608801964MaRDI QIDQ4720592zbMATH OpenOpenAlexFDO

Authors Wolfgang H. Schmidt, Silvelyn Zwanzig

Publication date 1986

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888608801964

zbMATH Keywords

confidence intervalscontaminated distributionsestimatorsleast squares estimatorloss of efficiencynon-normal error distributionregression coefficientsresidual sum of squaressecond order asymptotic theorytestsvariance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

Recommendations

• scientific article; zbMATH DE number 3963009
• Second order asymptotics in nonlinear regression
• Asymptotic optimality of estimators and tests in inadequate nonlinear regression
• ROBUST TEST BASED ON NONLINEAR REGRESSION QUANTILE ESTIMATORS
• Multiple Linear Regression Model Under Nonnormality

Cites work

• Asymptotic expansions related to minimum contrast estimators
• Deficiency
• Second order asymptotics in nonlinear regression

Cited in

(8)

• Second order asymptotics in nonlinear regression
• Testing for normality in linear regression models using regression and scale equivariant estimators
• Multiple Linear Regression Model Under Nonnormality
• Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
• scientific article; zbMATH DE number 3963009 (Why is no real title available?)
• Moments of regression F-statistics under non-normality
• Asymptotic optimality of estimators and tests in inadequate nonlinear regression
• Exact tests and confidence regions in nonlinear regression

This page was built for publication: Testing hypotheses in nonlinear regression for nonnormal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4720592)