Gradient statistic: higher-order asymptotics and Bartlett-type correction

DOI10.1214/12-EJS763zbMath1336.62143arXiv1206.2206WikidataQ57496479 ScholiaQ57496479MaRDI QIDQ1951101

Silvia L. P. Ferrari, Artur J. Lemonte, Tiago M. Vargas

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.2206

zbMATH Keywords

asymptotic expansionBartlett-type correctiongradient testshrinkage argumentBayesian route

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)

Related Items (7)

Improved likelihood inference in generalized linear models ⋮ Higher-order approximate confidence intervals ⋮ Likelihood-based inference in censored exponential regression models ⋮ Improved gradient statistic in heteroskedastic generalized linear models ⋮ Small‐sample testing inference in symmetric and log‐symmetric linear regression models ⋮ Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models ⋮ Improved inference in dispersion models

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