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초록
For a linear regression model, the necessary and sufficient condition for the asymptotic consistency of the outlier test statistic is known. An analogous condition for the nonlinear regression model is considered in this paper.
키워드
Asymptotic distribution; Likelihood ratio test; Mean shift outlier model; Asymptotic distribution; Likelihood ratio test; Mean shift outlier model
- 제목
- Asymptotic Properties of Outlier Tests in Nonlinear Regression
- 저자
- 강명욱
- 발행일
- 2006-02
- 저널명
- 한국데이터정보과학회지
- 권
- 17
- 호
- 1
- 페이지
- 205 ~ 211