Matrix formulae for computing improved score tests

DOI10.1080/00949659408811571MaRDI QIDQ4864206zbMATH OpenOpenAlexWikidataFDO

Authors Silvia L. P. Ferrari, Gauss M. Cordeiro

Publication date 29 January 1996

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659408811571

zbMATH Keywords

algebraic computer systemsasymptotic expansionBartlett-type correctionschi-squared distributionclosed-form expressionsgeneral composite null hypothesisgeneralized linear modelslikelihood ratio testorthogonal parametersscore statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• General matrix formulae for computing Bartlett corrections
• scientific article; zbMATH DE number 472965
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS
• ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS

Cites work

• An asymptotic expansion for the null distribution of the efficient score statistic
• General matrix formulae for computing Bartlett corrections
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• On the corrections to the likelihood ratio statistics
• The Lagrangian Multiplier Test

Cited in

(11)

• General matrix formulae for computing Bartlett corrections
• Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Maple script for improving test statistics
• On the corrections to information matrix tests
• Asymptotic expansions and the reliability of tests in accelerated failure time models
• IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS
• Some corrections of the score test statistic for Gaussian ARMA models
• Improved Score Tests in Symmetric Linear Regression Models
• On improving the robustness and reliability of Rao's score test
• Higher-order asymptotic refinements for score tests in proper dispersion models

This page was built for publication: Matrix formulae for computing improved score tests

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864206)