Regression rank scores in nonlinear models
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.