Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Test of the Hypothesis based on Nonlinear Regression Quantiles Estimators

  • Choi, Seung-Hoe (Department of General Studies, Hankuk Aviation University)
  • Published : 2003.05.31
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Abstract

This paper considers the likelihood ratio test statistic based on nonlinear regression quantiles estimators in order to test of hypothesis about the regression parameter $\theta_o$ and derives asymptotic distribution of proposed test statistic under the null hypothesis and a sequence of local alternative hypothesis. The paper also investigates asymptotic relative efficiency of the proposed test to the test based on the least squares estimators or the least absolute deviation estimators and gives some examples to illustrate the application of the main result.

Keywords

References

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