Improved Likelihood Ratio Tests for Dispersion Models
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Cited in
(22)- On diagnostics in double generalized linear models
- An introduction to Bent Jørgensen's ideas
- A general expression for second-order covariance matrices -- an application to dispersion models
- Improved inference in dispersion models
- An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
- Bartlett corrections in heteroskedastic \(t\) regression models
- A computer program to improve LR tests for generalized linear models
- Improved likelihood ratio test for multinomial goodness of fit
- scientific article; zbMATH DE number 4111801 (Why is no real title available?)
- Corrected likelihood ratio tests for von mises regression models
- Bartlett corrections for generalized linear models with dispersion covariates
- Generalized bartlett correction
- BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
- Bartlett corrections in Birnbaum–Saunders nonlinear regression models
- Improved likelihood ratio tests in a measurement error model for multivariate replicated data
- Some Second-Order Asymptotics for Extreme Value Linear Regression Models
- Bartlett-type corrections for some score tests in proper dispersion models
- Bartlett Adjustments for Overdispersed Generalized Linear Models
- Higher-order asymptotic refinements for score tests in proper dispersion models
- Bartlett corrections for zero-adjusted generalized linear models
- Skewness of maximum likelihood estimators in dispersion models
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