Gradient statistic: Higher-order asymptotics and Bartlett-type correction
Gradient statistic: Higher-order asymptotics and Bartlett-type correction
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 …