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313779

Nonparametric Tests for Shifts in Nonlinear Regression

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Last updated: 04 May 2025

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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.
 

DOI

10.21608/esju.2003.313779

Keywords

Hybrid Process, Change Point Problem, nonlinear regression, Strong Approximation, Wiener process, Brownian Bridge Process, two, Parameter Gaussian Process

Authors

First Name

Abd-Elnaser

Last Name

Abd-Rabou

MiddleName

S.

Affiliation

Dep.of Statistics, Faculty of Economics & Political Science, Cairo University

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Orcid

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Volume

47

Article Issue

1

Related Issue

43022

Issue Date

2003-06-01

Publish Date

2003-06-01

Page Start

79

Page End

92

Print ISSN

0542-1748

Online ISSN

2786-0086

Article File

ESJU_Volume 47_Issue 1_Pages 79-92.pdf

PDF . 7.5MB

Link

https://esju.journals.ekb.eg/article_313779.html

Detail API

http://journals.ekb.eg?_action=service&article_code=313779

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Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Nonparametric Tests for Shifts in Nonlinear Regression

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Article

Created At

28 Dec 2024