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  • 标题:Gradient statistic: Higher-order asymptotics and Bartlett-type correction
  • 本地全文:下载
  • 作者:Tiago M. Vargas ; Silvia L.P. Ferrari ; Artur J. Lemonte
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2013
  • 卷号:7
  • 页码:43-61
  • DOI:10.1214/12-EJS763
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We obtain an asymptotic expansion for the null distribution function of the gradient statistic for testing composite null hypotheses in the presence of nuisance parameters. The expansion is derived using a Bayesian route based on the shrinkage argument described in [10]. Using this expansion, we propose a Bartlett-type corrected gradient statistic with chi-square distribution up to an error of order $o(n^{-1})$ under the null hypothesis. Further, we also use the expansion to modify the percentage points of the large sample reference chi-square distribution. Monte Carlo simulation experiments and various examples are presented and discussed.
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