Improved score tests for exponential family nonlinear models
From MaRDI portal
Publication:5078581
DOI10.1080/03610926.2019.1710202OpenAlexW3004948326MaRDI QIDQ5078581
Manoel Santos-Neto, Gauss M. Cordeiro, Denise A. Botter, Alexsandro B. Cavalcanti, Lúcia P. Barroso
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1710202
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference
- Some corrections of the score test statistic for Gaussian ARMA models
- Improved test statistics for multivariate regression
- Bartlett-corrected tests for heteroskedastic linear models
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Corrected likelihood ratio tests in class of symmetric linear regression models
- Improved likelihood inference in generalized linear models
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
- Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
- Improved inference in dispersion models
- A modified score test statistic having chi-squared distribution to order n−1
- An asymptotic expansion for the null distribution of the efficient score statistic
- On the corrections to the likelihood ratio statistics
- Improved estimators for generalized linear models with dispersion covariates
- Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood
- Second order asymptotics for score tests in generalised linear models
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
- Bartlett corrections in Birnbaum–Saunders nonlinear regression models
- Bartlett-type corrections for some score tests in proper dispersion models
- Improved Score Tests in Symmetric Linear Regression Models
- Small‐sample testing inference in symmetric and log‐symmetric linear regression models
