General matrix formulae for computing Bartlett corrections

DOI10.1016/0167-7152(93)90115-YMaRDI QIDQ1209443zbMATH OpenFDO

Authors Gauss M. Cordeiro

Publication date 16 May 1993

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

Full work available at URL https://doi.org/10.1016/0167-7152(93)90115-Y

zbMATH Keywords

Bartlett correctionschi-squared distributionclosed-form Bartlett correctionslikelihood ratio statisticsmaximum likelihood estimatenuisance parametersorthogonal parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• Invariants and likelihood ratio statistics
• On the corrections to the likelihood ratio statistics
• Properties of sufficiency and statistical tests
• The likelihood ratio criterion and the asymptotic expansion of its distribution

Cited in

(25)

• Improved score tests for one-parameter exponential family models
• A proof of independent Bartlett correctability of nested likelihood ratio tests
• Some new formulae for posterior expectations and Bartlett corrections
• A general expression for second-order covariance matrices -- an application to dispersion models
• Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica
• Maple script for improving test statistics
• Corrected likelihood ratio tests for von mises regression models
• Bartlett corrections for generalized linear models with dispersion covariates
• Bartlett corrections for one-parameter exponential family models
• On bartlett and bartlett-type corrections francisco cribari-neto
• Generalized bartlett correction
• BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS
• Bartlett adjustments for two-parameter exponential family models
• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
• Bias corrected estimates in multivariate student t regression models
• scientific article; zbMATH DE number 946655 (Why is no real title available?)
• Matrix formulae for computing improved score tests
• Higher-order asymptotic refinements in the multivariate Dirichlet regression model
• Improved additive adjustments for the LR/ELR test statistics
• Likelihood computations without Bartlett identities
• Higher-order asymptotic refinements in a multivariate regression model with general parameterization
• Bartlett-type corrections and bootstrap adjustments of likelihood-based inference methods for network meta-analysis
• Improved likelihood ratio tests in beta-prime regression models
• Universal higher-order Bartlett correction

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