The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test

DOI10.1016/0304-4076(83)90117-3zbMath0506.62048OpenAlexW1542453063MaRDI QIDQ1836952

Victor Aguirre-Torres, A. Ronald Gallant

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90117-3

zbMATH Keywords

multivariate nonlinear regressionnew distribution-free Cox test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)

Related Items

On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence, A simplified method of calculating the distribution free Cox test, A smoothed \(p\)-value test when there is a nuisance parameter under the alternative, Model selection in magnetic resonance imaging, Corrigendum: A simplified method of calculating the distribution free Cox test, Consistent model specification tests, Diagnostic testing and evaluation of maximum likelihood models, Tests for model specification in the presence of alternative hypotheses, Comparison of alternative functional forms in production

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