An introduction to Bartlett correction and bias reduction

DOI10.1007/978-3-642-55255-7MaRDI QIDQ2015012zbMATH OpenOpenAlexFDO

Authors Francisco Cribari-Neto, Gauss M. Cordeiro

Publication date 18 June 2014

Published in SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-55255-7

zbMATH Keywords

hypothesis testingmaximum likelihoodbias reductionscore testlikelihood ratioBartlett-type correctionsBartlett correctionsbootstap

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(31)

• Inference in a bimodal Birnbaum-Saunders model
• Bootstrap-based inferential improvements in beta autoregressive moving average model
• Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution
• Higher-order asymptotic refinements in the multivariate Dirichlet regression model
• An introduction to Bent Jørgensen's ideas
• Higher-order approximate confidence intervals
• Likelihood-based inference in censored exponential regression models
• Bartlett and Bartlett-type corrections for censored data from a Weibull distribution
• scientific article; zbMATH DE number 722352 (Why is no real title available?)
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
• Bartlett corrections for zero-adjusted generalized linear models
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
• Improved maximum likelihood estimation of the parameters of the Gamma-Uniform distribution with bias-corrections
• Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria
• Some asymptotic inferential aspects of the Kumaraswamy distribution
• Bias-corrected maximum likelihood estimation of the parameters of the generalized half-normal distribution
• Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
• Analytic bias correction for maximum likelihood estimators when the bias function is non-constant
• Bias-corrected maximum likelihood estimation of the parameters of the complex Bingham distribution
• On bootstrap testing inference in cure rate models
• Unsupervised segmentation of PolSAR data with complex Wishart and \(\mathcal{G}^0_m\) distributions and Shannon entropy
• Confidence regions for comparison of two normal samples
• Directional testing for high dimensional multivariate normal distributions
• Adjusted closed-form confidence interval formulas for network meta-analysis with a small number of studies
• Power-law distribution in pieces: a semi-parametric approach with change point detection
• Improved inference in dispersion models
• Bootstrap-based testing inference in beta regressions
• Improved point estimation for inverse gamma regression models
• Random effects model for bias estimation: higher-order asymptotic inference
• Higher order asymptotic refinements in Bell regressions

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