SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTIC<i>t</i>REGRESSION MODELS (Q4792108)
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scientific article; zbMATH DE number 1865980
| Language | Label | Description | Also known as |
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| English | SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTIC<i>t</i>REGRESSION MODELS |
scientific article; zbMATH DE number 1865980 |
Statements
SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTIC<i>t</i>REGRESSION MODELS (English)
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11 February 2003
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Bartlett-type correction
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Chi-squared distribution
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dispersion parameter
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heteroskedastic model
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link function
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maximum likelihood estimate
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Student \(t\) model
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0.9336318
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0.9181484
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