Comparison of Bartlett-type adjustments for the efficient score statistic
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Publication:1901724
DOI10.1016/0378-3758(94)00107-7zbMath0832.62018OpenAlexW2030107729MaRDI QIDQ1901724
Rahul Mukerjee, C. Radhakrishna Rao
Publication date: 9 November 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)00107-7
Related Items (11)
About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models ⋮ Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Corrected score tests for exponential censored data ⋮ Third-order local power properties of tests for a composite hypothesis. II ⋮ Comparison of Bartlett-type adjusted tests in the multiparameter case ⋮ On improving the robustness and reliability of Rao's score test ⋮ Higher-order asymptotic refinements for score tests in proper dispersion models ⋮ On large deviation asymptotics of some tests in time series ⋮ Generalized Cordeiro-Ferrari Bartlett-type adjustment ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
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- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
- A modified score test statistic having chi-squared distribution to order n−1
- An asymptotic expansion for the null distribution of the efficient score statistic
- The local power of the efficient scores test statistic
- Conditional likelihood and power: higher-order asymptotics
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