The Gradient Test: Another Likelihood-Based Test (Paperback)

The Gradient Test: Another Likelihood-Based Test By Artur Lemonte Cover Image

The Gradient Test: Another Likelihood-Based Test (Paperback)

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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.

Product Details ISBN: 9780128035962
ISBN-10: 012803596X
Publisher: Academic Press
Publication Date: February 3rd, 2016
Pages: 156
Language: English