Testing the linear regression model null hypothesis versus regime switching alternatives.

zbMath1327.62261MaRDI QIDQ891972

Zaher Mohdeb, Radia Lessak

Publication date: 18 November 2015

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1447439369

zbMATH Keywords

regime switchingnonlinear regressionnonparametric regressionlinear hypothesis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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