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(2003). Nonparametric Tests for Shifts in Nonlinear Regression. The Egyptian Statistical Journal, 47(1), 79-92. doi: 10.21608/esju.2003.313779
. "Nonparametric Tests for Shifts in Nonlinear Regression". The Egyptian Statistical Journal, 47, 1, 2003, 79-92. doi: 10.21608/esju.2003.313779
(2003). 'Nonparametric Tests for Shifts in Nonlinear Regression', The Egyptian Statistical Journal, 47(1), pp. 79-92. doi: 10.21608/esju.2003.313779
Nonparametric Tests for Shifts in Nonlinear Regression. The Egyptian Statistical Journal, 2003; 47(1): 79-92. doi: 10.21608/esju.2003.313779

Nonparametric Tests for Shifts in Nonlinear Regression

Article 6, Volume 47, Issue 1, June 2003, Page 79-92  XML
Document Type: Original Article
DOI: 10.21608/esju.2003.313779
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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
Statistics
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