Nonparametric Tests for Shifts in Nonlinear Regression | ||||
| The Egyptian Statistical Journal | ||||
| Article 6, Volume 47, Issue 1, June 2003, Page 79-92 PDF (7.11 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.2003.313779 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Abd-Elnaser S. Abd-Rabou* | ||||
| Dep.of Statistics, Faculty of Economics & Political Science, Cairo University | ||||
| Abstract | ||||
| We propose nonparametric test statistics for the at most one change point (AMOC) problem in the regression function of a nonlinear regression model. The asymptotic distributions of these test statistics are investigated through strong approximation properties. We also give approximations for the test statistics limiting distributions. | ||||
| Keywords | ||||
| Hybrid Process; Change Point Problem; Nonlinear Regression; Strong Approximation; Wiener Process; Brownian Bridge Process; Two; Parameter Gaussian Process | ||||
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