Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence

From MaRDI portal
Publication:3471492
Jump to:navigation, search

DOI10.1080/03610918908812753zbMath0695.62149OpenAlexW1983600738MaRDI QIDQ3471492

Victor Aguirre-Torres, Jorge Dominguez, A. Ronald Gallant

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812753


zbMATH Keywords

M-estimationdistribution-free Cox testnonnested nonlinear regressions


Mathematics Subject Classification ID

General nonlinear regression (62J02)




Cites Work

  • Unnamed Item
  • Bootstrap methods: another look at the jackknife
  • The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test
  • The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares
  • Several Tests for Model Specification in the Presence of Alternative Hypotheses


This page was built for publication: On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3471492&oldid=16802537"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 4 February 2024, at 22:14.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki