On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence
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Publication:3471492
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
Cites Work
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- 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
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