Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

Test of Hypotheses based on LAD Estimators in Nonlinear Regression Models

  • Seung Hoe Choi (Department of Mathematics, Yonsei University, Seoul, 120-749, KOREA)
  • Published : 1995.12.01
Download PDF
⟨ Previous Next ⟩

Abstract

In this paper a hypotheses test procedure based on the least absolute deviation estimators for the unknown parameters in nonlinear regression models is investigated. The asymptotic distribution of the proposed likelihood ratio test statistic are established voth under the null hypotheses and a sequence of local alternative hypotheses. The asymptotic relative efficiency of the proposed test with classical test based on the least squares estimator is also discussed.

Keywords

References

  1. Bulletin of the Honam Mathematical Society v.11 Asymptotic Normality of LAD estimator in Nonlinear Regression Model Choi,S.H.;Kim,H.K.
  2. Nonparametric Density Estimation Devroy,L.;Grorf,L.
  3. Nonlinear Regression Models Devroy,L.;Grorf,L.
  4. Nonlinear Regression Models Gallant,A.R.
  5. Journal of Korean Statistical Society v.24 Asymptotic Properties of Nonlinear Regression Parameters Kim,H.K.
  6. Econometrica v.50 Tests of Linear Hypothesese and L₁ Estimation Koenker,R.;Bassett,G.
  7. Communications in Statistics-Theory and Methods v.5 Tests of the Hypothesese Based on the General Linear Model McKean,J.W.;Hettmansperger,T.P.