کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148044 | 957815 | 2012 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Local power properties of some asymptotic tests in symmetric linear regression models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper we obtain asymptotic expansions, up to order n−1/2n−1/2 and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 5, May 2012, Pages 1178–1188
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 5, May 2012, Pages 1178–1188
نویسندگان
Artur J. Lemonte,