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On the gradient statistic under model misspecification

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Publication:1933758
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DOI10.1016/j.spl.2012.10.008zbMath1489.62067OpenAlexW2042876082MaRDI QIDQ1933758

Artur J. Lemonte

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.10.008


zbMATH Keywords

likelihood ratio testscore testWald testrobust statisticsgradient test


Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)


Related Items (4)

On hypothesis testing inference in location-scale models under model misspecification ⋮ A gradient-based deletion diagnostic measure for generalized linear mixed models ⋮ Model misspecification effects for biased samples ⋮ Likelihood ratio tests under model misspecification in high dimensions




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