The Gradient Test: Another Likelihood-Based Test - Softcover

Lemonte, Artur

Softcover

ISBN 10: 012803596X ISBN 13: 9780128035962

Publisher: Academic Press, 2016

Synopsis

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.

• 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

About this title

About the Author:

Artur J. Lemonte is a professor at Federal University of Pernambuco, Department of Statistics, Recife/PE, Brazil. He works on higher order asymptotics, mathematical statistics, regression models, parametric inference, and distribution theory. In the last years, he has published more than 60 papers in refereed

statistical journals (most of them about the gradient test).

Review:

"...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

About this edition

• Publisher: Academic Press
• Publication date: 2016
• ISBN 10: 012803596X
• ISBN 13: 9780128035962
• Binding: Paperback
• Edition number: 1
• Number of pages: 156