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

DOI10.1016/J.JSPI.2011.11.019MaRDI QIDQ413376zbMATHOpenAlexFDO

Authors 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

Wald testlikelihood ratio testscore testsymmetric distributionlocal powergradient test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• Moments of elliptically distributed random variates
• On a class of processes arising in linear estimation theory
• On the theory of elliptically contoured distributions
• Remarks on univariate elliptical distributions
• Size and power properties of some tests in the Birnbaum-Saunders regression model
• The likelihood ratio criterion for a composite hypothesis under a local alternative
• The local power of the efficient scores test statistic
• The local power of the gradient test

Cited in

(14)

• Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
• scientific article; zbMATH DE number 3894300 (Why is no real title available?)
• Small‐sample testing inference in symmetric and log‐symmetric linear regression models
• Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model
• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• Testing linear inequality constraints in the standard linear model
• A note on the local power of the LR, Wald, score and gradient tests
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• Power analysis for the Wald, LR, score, and gradient tests in a marginal maximum likelihood framework: applications in IRT
• Approximate Power Functions for Some Robust Tests of Regression Coefficients
• Local power of some tests in exponential family nonlinear models
• Improved likelihood inference in generalized linear models
• Nonnull asymptotic distributions of the LR, Wald, score and gradient statistics in generalized linear models with dispersion covariates
• Non null asymptotic distributions of some criteria in censored exponential regression

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