05001cam a2200517Mi 4500 ocn945766284 OCoLC 20190328114814.0 m o d cr ||||||||||| 160201s2016 ne o 000 0 eng d NLE eng rda pn NLE EBLCP IDEBK N$T YDXCP CDX OCLCF OPELS D6H IDB LVT MERUC VGM OCLCQ ESU OCLCQ DEBBG B3G I9W I8H BRA U3W MERER OCLCQ COS COF WRM OCLCQ AU@ OCLCQ UWO Grek (S 938788682 940438049 9780128036136 (electronic bk.) 0128036133 (electronic bk.) 9780128035962 (pbk.) 012803596X 40025831620 (OCoLC)945766284 (OCoLC)938788682 (OCoLC)940438049 QA277 MAT 003000 bisacsh MAT 029000 bisacsh 519.5 23 Lemonte, Artur, author. The gradient test : another likelihood-based test / [electronic resource] Artur Lemonte. Amsterdam : Academic Press, 2016. 1 online resource text txt rdacontent computer c rdamedia online resource cr rdacarrier Preface Chapter 1 The gradient statistic Chapter 2 The local power of the gradient test Chapter 3 The Bartlett-corrected gradient statistic Chapter 4 The gradient statistic under model misspecification Chapter 5 The robust gradient-type bounded-influence test References. CIP data; item not viewed. 880-01 Front Cover; The Gradient Test: Another Likelihood-Based Test; Copyright; Dedication; Contents; List of Figures; List of Tables; Preface; Chapter 1: The Gradient Statistic; 1.1 Background; 1.2 The Gradient Test Statistic; 1.3 Some Properties of the Gradient Statistic; 1.4 Composite Null Hypothesis; 1.5 Birnbaum-Saunders Distribution Under Type II Censoring; 1.5.1 Inference Under Type II Censored Samples; 1.5.2 Numerical Results; 1.5.3 Empirical Applications; 1.6 Censored Exponential Regression Model; 1.6.1 The Regression Model; 1.6.2 Finite-Sample Size Properties. 3.6.4 Real Data IllustrationChapter 4: The Gradient Statistic Under Model Misspecification; 4.1 Introduction; 4.2 The Robust Gradient Statistic; 4.3 Examples; 4.4 Numerical Results; Chapter 5: The Robust Gradient-Type Bounded-Influence Test; 5.1 Introduction; 5.2 The Robust Gradient-Type Test; 5.3 Robustness Properties; 5.4 Algorithm to Compute the Gradient-Type Statistic; 5.5 Closing Remarks; Bibliography; Back Cover. 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. Statistics. MATHEMATICS Applied. bisacsh MATHEMATICS Probability & Statistics General. bisacsh Statistics. fast (OCoLC)fst01132103 Electronic books. Print version: 9780128035962 ScienceDirect http://www.sciencedirect.com/science/book/9780128035962 505-00/Grek 1.6.3 An Empirical ApplicationChapter 2: The Local Power of the Gradient Test; 2.1 Preliminaries; 2.2 Nonnull Distribution up to Order O(n-1/2); 2.3 Power Comparisons Between the Rival Tests; 2.4 Nonnull Distribution Under Orthogonality; 2.5 One-Parameter Exponential Family; 2.6 Symmetric Linear Regression Models; 2.6.1 The Model, Estimation, and Testing; 2.6.2 Nonnull Distribution and Finite Sample Performance; 2.6.3 Tests for the Parameter ϕ; 2.7 GLM With Dispersion Covariates; 2.7.1 Nonnull Distribution Under Han1:(Sb(B1=(Sb(B10+(Sf(B1; 2.7.2 Nonnull Distribution Under Han2:(Sd(B1=(Sd(B10+(Sf(B2. 505-01/Grek 2.7.3 Power Comparisons2.8 Censored Exponential Regression Model; Chapter 3: The Bartlett-Corrected Gradient Statistic; 3.1 Introduction; 3.2 Null Distribution up to Order O(n-1); 3.3 The One-Parameter Case; 3.4 Models With Two Orthogonal Parameters; 3.5 Birnbaum-Saunders Regression Models; 3.5.1 The sinh-Normal Distribution; 3.5.2 The BS Regression Model; 3.5.3 The Bartlett-Corrected Gradient Statistic; 3.5.4 Numerical Evidence; 3.6 Generalized Linear Models; 3.6.1 The Bartlett-Corrected Gradient Statistic; 3.6.2 Finite-Sample Performance; 3.6.3 Tests on the Parameter ϕ. 247311 247311