On the gradient statistic under model misspecification

Artur J. Lemonte

Statistics & Probability Letters, 2013, vol. 83, issue 1, 390-398

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.

Keywords: Gradient test; Likelihood ratio test; Robust statistics; Score test; Wald test (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2012.10.008

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