






















Consider the nonlinear regression model $Y_i=g({\bf x}_i,\boldmath $θ$)+e_i,\quad i=1,...,n$(1) with ${\bf x}_i\in \mathbb{R}^k,$ $\boldmathθ=(θ_0,θ_1,...,θ_p)^{\prime}\in \boldmath $Θ$$ (compact in $\mathbb{R}^{p+1}$), where $g({\bf x},\boldmath $θ$)=θ_0+\tilde{g}({\bf x},θ_1,...,θ_p)$ is continuous, twice differentiable in $\boldmath $θ$$ and monotone in components of $\boldmath $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.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。