Local power of some tests in exponential family nonlinear models

dc.creatorLEMONTE, Artur J.
dc.date.accessioned2012-10-20T04:52:36Z
dc.date.accessioned2018-07-04T15:47:35Z
dc.date.available2012-10-20T04:52:36Z
dc.date.available2018-07-04T15:47:35Z
dc.date.created2012-10-20T04:52:36Z
dc.date.issued2011
dc.identifierJOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.141, n.5, p.1981-1989, 2011
dc.identifier0378-3758
dc.identifierhttp://producao.usp.br/handle/BDPI/30807
dc.identifier10.1016/j.jspi.2010.12.010
dc.identifierhttp://dx.doi.org/10.1016/j.jspi.2010.12.010
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627446
dc.description.abstractIn this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.
dc.languageeng
dc.publisherELSEVIER SCIENCE BV
dc.relationJournal of Statistical Planning and Inference
dc.rightsCopyright ELSEVIER SCIENCE BV
dc.rightsrestrictedAccess
dc.subjectAsymptotic expansions
dc.subjectExponential family
dc.subjectGradient test
dc.subjectLikelihood ratio test
dc.subjectLocal power
dc.subjectNonlinear model
dc.subjectScore test
dc.subjectWald test
dc.titleLocal power of some tests in exponential family nonlinear models
dc.typeArtículos de revistas


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