A note on the local power of the LR, Wald, score and gradient tests
From MaRDI portal
Publication:1950822
DOI10.1214/12-EJS678zbMath1336.62061WikidataQ57496489 ScholiaQ57496489MaRDI QIDQ1950822
Silvia L. P. Ferrari, Artur J. Lemonte
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1332162335
Related Items
Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression ⋮ Gradient statistic: higher-order asymptotics and Bartlett-type correction ⋮ A gradient-based deletion diagnostic measure for generalized linear mixed models ⋮ Testing the rate ratio under inverse sampling based on gradient statistic ⋮ On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The local power of the gradient test
- Asymptotic expansions of the distributions of some test statistics
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- Corrected likelihood ratio tests in class of symmetric linear regression models
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- An asymptotic expansion for the null distribution of the efficient score statistic
- Improved likelihood ratio statistics for exponential family nonlinear models
- The local power of the efficient scores test statistic
- The likelihood ratio criterion for a composite hypothesis under a local alternative
- On bartlett and bartlett-type corrections francisco cribari-neto
- A new family of life distributions
- Estimation for a family of life distributions with applications to fatigue
- A Log-Linear Model for the Birnbaum-Saunders Distribution