On the gradient statistic under model misspecification
AbstractA robust gradient statistic under model misspecification is proposed and its asymptotic distribution under the null hypothesis is determined. Several examples are presented and Monte Carlo simulation experiments are carried out.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 83 (2013)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Artur Lemonte & Silvia Ferrari, 2012. "The local power of the gradient test," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(2), pages 373-381, April.
- Lemonte, Artur J. & Ferrari, Silvia L.P., 2011. "Size and power properties of some tests in the Birnbaum-Saunders regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1109-1117, February.
- Cristiano Varin, 2008. "On composite marginal likelihoods," AStA Advances in Statistical Analysis, Springer, vol. 92(1), pages 1-28, February.
- Lemonte, Artur J. & Ferrari, Silvia L.P., 2011. "Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2388-2399, July.
- Richard Royall & Tsung-Shan Tsou, 2003. "Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 391-404.
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