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On the gradient statistic under model misspecification

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  • Lemonte, Artur J.

Abstract

A robust gradient statistic under model misspecification is proposed and its asymptotic distribution under the null hypothesis is determined. Several examples are presented and Monte Carlo simulation experiments are carried out.

Suggested Citation

  • Lemonte, Artur J., 2013. "On the gradient statistic under model misspecification," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 390-398.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:390-398
    DOI: 10.1016/j.spl.2012.10.008
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    References listed on IDEAS

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    1. Lemonte, Artur J. & Ferrari, Silvia L.P., 2011. "Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2388-2399, July.
    2. Richard Royall & Tsung‐Shan Tsou, 2003. "Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 391-404, May.
    3. Cristiano Varin, 2008. "On composite marginal likelihoods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(1), pages 1-28, February.
    4. Lemonte, Artur J. & Ferrari, Silvia L.P., 2011. "Size and power properties of some tests in the Birnbaum-Saunders regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1109-1117, February.
    5. Artur Lemonte & Silvia Ferrari, 2012. "The local power of the gradient test," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 373-381, April.
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    Cited by:

    1. George Tzavelas & Maria Douli & Polychronis Economou, 2017. "Model misspecification effects for biased samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(2), pages 171-185, February.
    2. Dörnemann, Nina, 2023. "Likelihood ratio tests under model misspecification in high dimensions," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
    3. Osorio, Felipe & Gárate, Ángelo & Russo, Cibele M., 2024. "The gradient test statistic for outlier detection in generalized estimating equations," Statistics & Probability Letters, Elsevier, vol. 209(C).

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