Narrow your search
Listing 1 - 2 of 2
Sort by

Digital
The gradient test : another likelihood-based test
Author:
ISBN: 9780128036136 0128036133 Year: 2016 Publisher: Amsterdam Academic Press

Loading...
Export citation

Choose an application

Bookmark

Abstract

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.


Book
The gradient test : another likelihood-based test
Author:
ISBN: 0128036133 012803596X 9780128036136 9780128035962 Year: 2016 Publisher: Amsterdam, [Netherlands] : Academic Press,

Listing 1 - 2 of 2
Sort by