On hypothesis testing inference in location-scale models under model misspecification

DOI10.1080/00949655.2020.1763996MaRDI QIDQ5036846zbMATH OpenOpenAlexFDO

Authors Francisco F. Queiroz, Artur J. Lemonte

Publication date 23 February 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1763996

zbMATH Keywords

robust statisticsWald testlikelihood ratio testscore testgradient test

Mathematics Subject Classification ID

Statistics (62-XX) Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)

Cites work

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• Asymptotic properties and information criteria for misspecified generalized linear mixed models
• Generalized Linear Models for Insurance Data
• Maximum Likelihood Estimation of Misspecified Models
• Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
• Model selection principles in misspecified models
• On Information in Statistics
• On the gradient statistic under model misspecification
• Residual plots to reveal the functional form for covariates in parametric accelerated failure time models
• The gradient test. Another likelihood-based test
• The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations

Describes a project that uses

Uses Software

• sandwich
• R

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