The Gradient Test
Another Likelihood-Based Test

Provides a fast dissemination of the gradient test in statistics literature from around the world, presenting the latest information on this interesting alternative to the classical large-sample tests, namely the likelihood ratio (LR), Wald (W), and Rao score (S) tests

Artur Lemonte (Author)

9780128035962

Paperback, published 2 February 2016

156 pages
22.9 x 15.1 x 1.1 cm, 0.19 kg

"...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

Approx.142 pages

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

Subject Areas: Optimization [PBU], Calculus [PBKA]