On hypothesis testing inference in location-scale models under model misspecification

DOI10.1080/00949655.2020.1763996OpenAlexW3024159267MaRDI QIDQ5036846

Artur J. Lemonte, Francisco F. Queiroz

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1763996

zbMATH Keywords

likelihood ratio testscore testWald testrobust statisticsgradient test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Statistics (62-XX) Asymptotic properties of parametric tests (62F05)

Uses Software

• sandwich
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Cites Work

• Residual plots to reveal the functional form for covariates in parametric accelerated failure time models
• On the gradient statistic under model misspecification
• Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
• Asymptotic Properties and Information Criteria for Misspecified Generalized Linear Mixed Models
• Generalized Linear Models for Insurance Data
• On Information in Statistics
• Model Selection Principles in Misspecified Models
• The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations
• Maximum Likelihood Estimation of Misspecified Models
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