The Gradient Test : Another Likelihood-Based Test
Book Details
Format
Paperback / Softback
ISBN-10
012803596X
ISBN-13
9780128035962
Publisher
Elsevier Science Publishing Co Inc
Imprint
Academic Press Inc
Country of Manufacture
NL
Country of Publication
GB
Publication Date
Feb 2nd, 2016
Print length
156 Pages
Weight
280 grams
Dimensions
15.30 x 23.00 x 1.00 cms
Product Classification:
CalculusOptimization
Ksh 9,350.00
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The Gradient Test: Another Likelihood-Based Test presents the latest on the gradient test, a large-sample test that was introduced in statistics literature by George R. Terrell in 2002. The test has been studied by several authors, is simply computed, and can be an interesting alternative to the classical large-sample tests, namely, the likelihood ratio (LR), Wald (W), and Rao score (S) tests. Due to the large literature about the LR, W and S tests, the gradient test is not frequently used to test hypothesis. The book covers topics on the local power of the gradient test, the Bartlett-corrected gradient statistic, the gradient statistic under model misspecification, and the robust gradient-type bounded-influence test.
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