General matrix formulae for computing Bartlett corrections
DOI10.1016/0167-7152(93)90115-YzbMATH Open0786.62030MaRDI QIDQ1209443FDOQ1209443
Authors: Gauss M. Cordeiro 
Publication date: 16 May 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Recommendations
- Matrix formulae for computing improved score tests
- BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
- Bartlett corrections for generalized linear models with dispersion covariates
- A note on Bartlett-type correction for the first few moments of test statistics
- Bartlett adjustments for two-parameter exponential family models
nuisance parameterslikelihood ratio statisticschi-squared distributionmaximum likelihood estimateorthogonal parametersBartlett correctionsclosed-form Bartlett corrections
Probabilistic methods, stochastic differential equations (65C99) Asymptotic properties of parametric tests (62F05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Properties of sufficiency and statistical tests
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- Invariants and likelihood ratio statistics
- On the corrections to the likelihood ratio statistics
Cited In (19)
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model
- Some new formulae for posterior expectations and Bartlett corrections
- BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
- Improved additive adjustments for the LR/ELR test statistics
- A general expression for second-order covariance matrices -- an application to dispersion models
- Bias corrected estimates in multivariate student t regression models
- Likelihood computations without Bartlett identities
- Improved score tests for one-parameter exponential family models
- On bartlett and bartlett-type corrections francisco cribari-neto
- Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica
- Matrix formulae for computing improved score tests
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
- A proof of independent Bartlett correctability of nested likelihood ratio tests
- Corrected likelihood ratio tests for von mises regression models
- Generalized bartlett correction
- Bartlett corrections for one-parameter exponential family models
- Maple script for improving test statistics
- BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS
- Bartlett adjustments for two-parameter exponential family models
This page was built for publication: General matrix formulae for computing Bartlett corrections
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1209443)
