On the gradient statistic under model misspecification

DOI10.1016/J.SPL.2012.10.008zbMATH Open1489.62067OpenAlexW2042876082MaRDI QIDQ1933758FDOQ1933758

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

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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)

Cited In (8)

• Likelihood ratio tests under model misspecification in high dimensions
• The gradient test statistic for outlier detection in generalized estimating equations
• A gradient-based deletion diagnostic measure for generalized linear mixed models
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• 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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