Local power properties of some asymptotic tests in symmetric linear regression models

DOI10.1016/j.jspi.2011.11.019zbMath1236.62007MaRDI QIDQ413376

Artur J. Lemonte

Publication date: 4 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.11.019

zbMATH Keywords

likelihood ratio test; score test; Wald test; symmetric distribution; local power; gradient test

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

65C05: Monte Carlo methods

62F05: Asymptotic properties of parametric tests

Related Items

Gradient statistic: higher-order asymptotics and Bartlett-type correction, Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates

Uses Software

• Ox

Cites Work

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