LIMITED OFFER
Save 50% on book bundles
Immediately download your ebook while waiting for your print delivery. No promo code needed.
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 i… Read more
LIMITED OFFER
Immediately download your ebook while waiting for your print delivery. No promo code needed.
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.
Can be used for a graduate course. Additionally, it can be used by researchers who are interested in developing research in likelihood-based theory. Links theory and practice and hence a lot of researchers of many areas can use the book as a reference for the gradient test
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
AL
statistical journals (most of them about the gradient test).