Regression rank scores in nonlinear models

Abstract

Following Gutenbrunner and Jurečková (1992) and Jurečková and Procházka (1994), we introduce regression rank scores for the nonlinear regression model, and prove their asymptotic properties under some regularity conditions. As an application, we propose some tests in nonlinear regression models with nuisance parameters.

Keywords

• Regression
• scores
• nonlinear
• models