Generalized Cordeiro-Ferrari Bartlett-type adjustment

DOI10.1016/J.SPL.2012.06.022MaRDI QIDQ712543zbMATH OpenOpenAlexFDO

Authors Yoshihide Kakizawa

Publication date 17 October 2012

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

Full work available at URL https://doi.org/10.1016/j.spl.2012.06.022

zbMATH Keywords

asymptotic expansionBartlett-type adjustmentchi-squared approximationEdgeworth expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Recommendations

• Higher-order Bartlett-type adjustment
• A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
• Improved chi-squared tests for a composite hypothesis
• Third-order local power properties of tests for a composite hypothesis. II
• A note on Bartlett-type correction for the first few moments of test statistics

Cites work

• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
• Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
• Bartlett-type modification for Rao's efficient score statistic
• Comparison of Bartlett-type adjusted tests in the multiparameter case
• Comparison of Bartlett-type adjustments for the efficient score statistic
• Comparison of LR, score, and Wald tests in a non-iid setting
• Econometrics
• Higher order asymptotic theory for time series analysis
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• scientific article; zbMATH DE number 706391 (Why is no real title available?)
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Cited in

(11)

• Higher-order Bartlett-type adjustment
• Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
• Bartlett-type adjustments for empirical discrepancy test statistics
• Improved chi-squared tests for a composite hypothesis
• Second-order powers of a class of tests in the presence of a nuisance parameter
• Third-order local power properties of tests for a composite hypothesis. II
• scientific article; zbMATH DE number 7387513 (Why is no real title available?)
• An adjustment to the Bartlett's test for small sample size
• scientific article; zbMATH DE number 7829050 (Why is no real title available?)
• Asymptotic expansions for several GEL-based test statistics and hybrid Bartlett-type correction with bootstrap
• Comparison of Bartlett-type adjusted tests in the multiparameter case

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