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The Gradient Test

Another Likelihood-Based Test

The Gradient Test by Artur Lemonte
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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.

  • Covers the background of the gradient statistic and the different models
  • Discusses The Bartlett-corrected gradient statistic
  • Explains the algorithm to compute the gradient-type statistic
Elsevier Science; February 2016
156 pages; ISBN 9780128036136
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Title: The Gradient Test
Author: Artur Lemonte
 
ISBNs
9780128035962
9780128036136