On the gradient statistic under model misspecification

DOI10.1016/J.SPL.2012.10.008MaRDI QIDQ1933758zbMATH OpenOpenAlexFDO

Authors Artur J. Lemonte

Publication date 25 January 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.10.008

zbMATH Keywords

robust statisticsWald testlikelihood ratio testscore testgradient test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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• The gradient test statistic for outlier detection in generalized estimating equations
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• The gradient test. Another likelihood-based test
• On hypothesis testing inference in location-scale models under model misspecification
• Efron's curvature of the structural gradient model
• Model misspecification effects for biased samples

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