Artur Lemonte,
Artur (Department of Statistics, Federal University of Pernambuco, Recife/PE, Brazil) Lemonte
The Gradient Test
Another Likelihood-Based Test
Paperback Engels 2016 9780128035962Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
The Gradient Test: Another Likelihood-Based Test presents the latest on the gradient test, a large-sample test that was introduced in statistics literature by George R. Terrell in 2002. The test has been studied by several authors, is simply computed, and can be an interesting alternative to the classical large-sample tests, namely, the likelihood ratio (LR), Wald (W), and Rao score (S) tests.
Due to the large literature about the LR, W and S tests, the gradient test is not frequently used to test hypothesis. The book covers topics on the local power of the gradient test, the Bartlett-corrected gradient statistic, the gradient statistic under model misspecification, and the robust gradient-type bounded-influence test.
Specificaties
Lezersrecensies
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Inhoudsopgave
<p>1 The gradient statistic 2 The local power of the gradient test3 The Bartlett-corrected gradient statistic4 The gradient statistic under model misspecification5 The robust gradient-type bounded-influence test</p>
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