Robust tests in nonlinear regression models

Marianthi Markatou; George Manos

doi:10.1016/0378-3758(95)00194-8

Robust tests in nonlinear regression models

Marianthi Markatou
, George Manos

Department of Biostatistics

University of Iowa

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

Robust tests for testing subhypotheses in nonlinear models are developed. These are dropin-dispersion testing procedures, score-type and Wald-type testing procedures. The asymptotic properties and influence functions are obtained. Robust tests that perform well in the presence of heteroscedasticity are also developed. Simulation results are provided to illustrate these procedures.

Original language	English
Pages (from-to)	205-217
Number of pages	13
Journal	Journal of Statistical Planning and Inference
Volume	55
Issue number	2
DOIs	https://doi.org/10.1016/0378-3758(95)00194-8
State	Published - Oct 30 1996

Keywords

Aligned gm-test
Heteroscedasticity
Influence function
τ-test

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10.1016/0378-3758(95)00194-8

Cite this

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title = "Robust tests in nonlinear regression models",

abstract = "Robust tests for testing subhypotheses in nonlinear models are developed. These are dropin-dispersion testing procedures, score-type and Wald-type testing procedures. The asymptotic properties and influence functions are obtained. Robust tests that perform well in the presence of heteroscedasticity are also developed. Simulation results are provided to illustrate these procedures.",

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AU - Markatou, Marianthi

AU - Manos, George

PY - 1996/10/30

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N2 - Robust tests for testing subhypotheses in nonlinear models are developed. These are dropin-dispersion testing procedures, score-type and Wald-type testing procedures. The asymptotic properties and influence functions are obtained. Robust tests that perform well in the presence of heteroscedasticity are also developed. Simulation results are provided to illustrate these procedures.

AB - Robust tests for testing subhypotheses in nonlinear models are developed. These are dropin-dispersion testing procedures, score-type and Wald-type testing procedures. The asymptotic properties and influence functions are obtained. Robust tests that perform well in the presence of heteroscedasticity are also developed. Simulation results are provided to illustrate these procedures.

KW - Aligned gm-test

KW - Heteroscedasticity

KW - Influence function

KW - τ-test

UR - https://www.scopus.com/pages/publications/0030607394

U2 - 10.1016/0378-3758(95)00194-8

DO - 10.1016/0378-3758(95)00194-8

M3 - Article

AN - SCOPUS:0030607394

SN - 0378-3758

VL - 55

SP - 205

EP - 217

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 2

ER -

Robust tests in nonlinear regression models

Abstract

Keywords

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