The Gradient Test: Another Likelihood-Based Test
Autor Artur Lemonteen Limba Engleză Paperback – feb 2016
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.
- Covers the background of the gradient statistic and the different models
- Discusses The Bartlett-corrected gradient statistic
- Explains the algorithm to compute the gradient-type statistic
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Specificații
ISBN-13: 9780128035962
ISBN-10: 012803596X
Pagini: 156
Dimensiuni: 152 x 229 x 10 mm
Greutate: 0.24 kg
Editura: ELSEVIER SCIENCE
ISBN-10: 012803596X
Pagini: 156
Dimensiuni: 152 x 229 x 10 mm
Greutate: 0.24 kg
Editura: ELSEVIER SCIENCE
Cuprins
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
Recenzii
"...carrying out the asymptotic chi-square test as a gradient test based on ST is computationally less involved, because it avoids the computation or the estimation, respectively, of the Fisher information matrix of the model." --Zentralblatt MATH