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Regression rank scores in nonlinear models

Jana Jurečková

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Abstract

Consider the nonlinear regression model

Yi=g(xi, θ)+ei,  i=1, …, n

with xi∈ℝk, θ=(θ0, θ1, …, θp)∈Θ (compact in ℝp+1), where g(x, θ)=θ0+(x, θ1, …, θp) is continuous, twice differentiable in θ and monotone in components of θ. Following Gutenbrunner and Jurečková (1992) and Jurečková and Procházka (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.

Chapter information

Source
N. Balakrishnan, Edsel A. Peña and Mervyn J. Silvapulle, eds., Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2008), 173-183

Dates
First available in Project Euclid: 1 April 2008

Permanent link to this document
https://projecteuclid.org/euclid.imsc/1207058272

Digital Object Identifier
doi:10.1214/193940307000000121

Mathematical Reviews number (MathSciNet)
MR2462205

Subjects
Primary: 62G08: Nonparametric regression
Secondary: 62J02: General nonlinear regression

Keywords
nonlinear regression regression quantile regression rank scores

Rights
Copyright © 2008, Institute of Mathematical Statistics

Citation

Jurečková, Jana. Regression rank scores in nonlinear models. Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen, 173--183, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2008. doi:10.1214/193940307000000121. https://projecteuclid.org/euclid.imsc/1207058272


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