On the gradient statistic under model misspecification

被引：8

作者：

Lemonte, Artur J. ^{[1
]}

机构：

[1] Univ Sao Paulo, Dept Estat, BR-05508090 Sao Paulo, Brazil

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 01期

基金：

巴西圣保罗研究基金会;

关键词：

Gradient test; Likelihood ratio test; Robust statistics; Score test; Wald test; LOCAL-POWER; LIKELIHOOD-RATIO; TESTS; SCORE; SIZE; WALD; LR;

D O I：

10.1016/j.spl.2012.10.008

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A robust gradient statistic under model misspecification is proposed and its asymptotic distribution under the null hypothesis is determined. Several examples are presented and Monte Carlo simulation experiments are carried out. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：390 / 398

页数：9

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