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Książka Gradient Test Artur Lemonte

Gradient Test

Another Likelihood-Based Test

Autor: Artur Lemonte
Język: Angielski
Oprawa: Miękka
Wydawca: Elsevier Science Publishing Co Inc
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
299.75 zł
The Gradient Test: Another Likelihood-Based Test presents the latest on the gradient test, a large-s...

Informacje o książce

Autor
Artur Lemonte
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2016
strony
156
EAN
9780128035962
ISBN
012803596X
Enbook ID
02910730
Wydawca
Elsevier Science Publishing Co Inc
Waga
280
Wymiary
230 x 153 x 10

Pełny opis

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. Covers the background of the gradient statistic and the different modelsDiscusses The Bartlett-corrected gradient statisticExplains the algorithm to compute the gradient-type statistic

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