Nonparametric Tests for Shifts in Nonlinear Regression

Document Type : Original Article

Author

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