The local power of the gradient test
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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| Data(s) |
07/11/2013
07/11/2013
2012
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| Resumo |
The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined. FAPESP CNPq (Brazil) |
| Identificador |
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, HEIDELBERG, v. 64, n. 2, p. 373-381, APR, 2012 0020-3157 http://www.producao.usp.br/handle/BDPI/43058 10.1007/s10463-010-0315-4 |
| Idioma(s) |
eng |
| Publicador |
SPRINGER HEIDELBERG HEIDELBERG |
| Relação |
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS |
| Direitos |
restrictedAccess Copyright SPRINGER HEIDELBERG |
| Palavras-Chave | #ASYMPTOTIC EXPANSIONS #CHI-SQUARE DISTRIBUTION #GRADIENT TEST #LIKELIHOOD RATIO TEST #PITMAN ALTERNATIVE #POWER FUNCTION #SCORE TEST #WALD TEST #LIKELIHOOD RATIO CRITERION #GENERALIZED LINEAR-MODELS #3 CLASSIC CRITERIA #DISTRIBUTIONS #HYPOTHESES #STATISTICS & PROBABILITY |
| Tipo |
article original article publishedVersion |
