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The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test. (English) Zbl 0506.62048

62J02 General nonlinear regression
62E20 Asymptotic distribution theory in statistics
62G10 Nonparametric hypothesis testing
Full Text: DOI
[1] Burguete, J.F.; Gallant, A.R.; Souza, G., On the unification of the asymptotic theory of nonlinear econometric models, Econometric reviews, (1982), forthcoming · Zbl 0496.62093
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[11] Mizon, G.E.; Richard, J.F., The encompassing principle and its application to non-nested hypotheses, (1982), Unpublished manuscript
[12] Pereira, B.de B., Discriminating among separate models: A bibliography, International statistical review, 45, 163-172, (1977) · Zbl 0367.62073
[13] Quesenberry, C.P.; Starbuck, R.R., On optimal tests for separate hypotheses and conditional probability integral transformations, Communications in statistics, theory and methods, A 5, 507-524, (1976) · Zbl 0354.62040
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[15] White, H., Regularity conditions for Cox’s test of non-nested hypotheses, (1981), Department of Economics, University of California San Diego, La Jolla, CA, Discussion paper 81-8
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