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The Gradient Test: Another Likelihood-Based Test

by Artur Lemonte
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Current price ₹4,320.00
Original price ₹7,199.00
Original price ₹7,199.00
Original price ₹7,199.00
(-40%)
₹4,320.00
Current price ₹4,320.00

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Book cover type: Paperback
  • ISBN13: 9780128035962
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Academic Press
  • Publisher Imprint: Academic Press
  • Publication Date:
  • Pages: 156
  • Original Price: USD 74.95
  • Language: English
  • Edition: N/A
  • Item Weight: 236 grams
  • BISAC Subject(s): Calculus, Optimization, and Probability & Statistics / General

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.

Lemonte, Artur: - 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).

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