Improved score tests for one-parameter exponential family models

DOI10.1016/0167-7152(95)00202-2zbMATH Open0905.62012OpenAlexW1975460953WikidataQ57496598 ScholiaQ57496598MaRDI QIDQ1129463FDOQ1129463

Authors: Silvia L. P. Ferrari, Miguel A. Uribe-Opazo, Francisco Cribari-Neto, Gauss M. Cordeiro 

Publication date: 3 February 1999

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00202-2

Recommendations

• Corrected score tests for exponential family nonlinear models
• Corrected wald test statistics for one-parameter exponential family models
• BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS

zbMATH Keywords

score statisticexponential familychi-squared distributionvariance functionBartlett-type corrections

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cites Work

• Title not available (Why is that?)
• Bartlett corrections and bias correction for two heteroscedastic regression models
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• An asymptotic expansion for the null distribution of the efficient score statistic
• On bartlett and bartlett-type corrections francisco cribari-neto
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Cumulative Frequency Functions
• Natural exponential families with quadratic variance functions
• Title not available (Why is that?)
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Comparison of tests in the multiparameter case. I. Second-order power
• Comparison of tests in the multiparameter case. II. A third-order optimality property of Rao's test
• Natural real exponential families with cubic variance functions
• Invariants and likelihood ratio statistics
• Title not available (Why is that?)
• Second order asymptotics for score tests in generalised linear models
• Title not available (Why is that?)
• General matrix formulae for computing Bartlett corrections
• Some Statistical Properties of a Family of Continuous Univariate Distributions
• Improved test statistics for multivariate regression
• On the corrections to the likelihood ratio statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
• Corrected score tests for exponential family nonlinear models
• Title not available (Why is that?)
• Bartlett corrections for one-parameter exponential family models
• An improved lagrange multiplier test for heteroskedasticity

Cited In (13)

• Improved Tests for an Ordered Hypothesis in one Parameter Exponential Families
• Improved score tests for exponential family nonlinear models
• Title not available (Why is that?)
• Conditional score tests in the exponential family.
• Title not available (Why is that?)
• A simple identification proof for a mixture of two univariate normal distributions
• Corrected score tests for exponential family nonlinear models
• Corrected score tests for exponential censored data
• Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica
• New results on the likelihood ratio and score tests for the von Mises distribution
• Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models
• Corrected wald test statistics for one-parameter exponential family models
• BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS

Uses Software

• Mathematica

This page was built for publication: Improved score tests for one-parameter exponential family models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1129463)