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Robust tests in nonlinear regression models. (English) Zbl 0857.62027
Summary: Robust tests for testing subhypotheses in nonlinear models are developed. These are drop-in-dispersion testing procedures, score-type and Wald-type testing procedures. The asymptotic properties and influence functions are obtained. Robust tests that perform well in the presence of heteroscedasticity are also developed. Simulation results are provided to illustrate these procedures.

MSC:
62F35 Robustness and adaptive procedures (parametric inference)
62J02 General nonlinear regression
62G10 Nonparametric hypothesis testing
62F05 Asymptotic properties of parametric tests
Software:
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