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Testing hypotheses in nonlinear regression for nonnormal distributions
- DOI:
- 10.1080/02331888608801964
pages 483-503
Available online: 04 Mar 2011Abstract
The general nonlinear regression model is considered, where the error distribution can be nonnormal. In this paper we present tests, confidence intervals and estimators for both the regression coefficients and the variance of the observations which perform
well in the sense of second order asymptotic theory. In particular, the loss of efficiency is studied under deviations from the normal distribution including distributions with either known or unknown skewness and kurtosis
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- Available online: 04 Mar 2011
Author affiliations
- a Sektion Mathematik, Humboldt-Universitat, DDR, 1086, Berlin
- b Karl-Weierstrab-Institut fur Mathematik, DDR, 1086, Berlin
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