Improved additive adjustments for the LR/ELR test statistics

DOI10.1016/j.spl.2011.03.024zbMath1219.62036OpenAlexW2031215704MaRDI QIDQ553053

Yoshihide Kakizawa

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.024

zbMATH Keywords

chi-squared approximationBartlett adjustmentparametric/empirical likelihood ratio test statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic properties of parametric tests (62F05)

Related Items

Improved chi-squared tests for a composite hypothesis ⋮ Generalized Cordeiro-Ferrari Bartlett-type adjustment

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the second-order properties of empirical likelihood with moment restrictions
• Bartlett-type modification for Rao's efficient score statistic
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Comparison of Bartlett-type adjusted tests in the multiparameter case
• Adjusted empirical likelihood with high-order precision
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• General matrix formulae for computing Bartlett corrections
• On the validity of the formal Edgeworth expansion
• Empirical likelihood and general estimating equations
• On the accuracy of empirical likelihood confidence regions for linear regression model
• Invariants and likelihood ratio statistics
• Empirical likelihood is Bartlett-correctable
• Bartlett-type adjustments for empirical discrepancy test statistics
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Local sufficiency
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Empirical likelihood ratio confidence intervals for a single functional
• On Bartlett correction of empirical likelihood in the presence of nuisance parameters
• Properties of sufficiency and statistical tests
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

This page was built for publication: Improved additive adjustments for the LR/ELR test statistics