Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
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Publication:2175647
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Cites Work
- scientific article; zbMATH DE number 44885 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 597905 (Why is no real title available?)
- scientific article; zbMATH DE number 1122119 (Why is no real title available?)
- scientific article; zbMATH DE number 3998953 (Why is no real title available?)
- Alternatives to the usual likelihood ratio test in mixed linear models
- An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference
- An introduction to Bartlett correction and bias reduction
- Assessing robustness of inference in symmetrical nonlinear regression models
- Bartlett corrections in Birnbaum–Saunders nonlinear regression models
- Bartlett corrections in beta regression models
- Bootstrap Bartlett correction in inflated beta regression
- Bootstrap methods: another look at the jackknife
- Corrected likelihood ratio tests in symmetric nonlinear regression models
- Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
- Diagnostics for heteroscedasticity in regression
- Exponential family nonlinear models
- Heteroscedasticity diagnostics for \(t\) linear regression models
- Improved Score Tests in Symmetric Linear Regression Models
- Improved profile likelihood inference
- Improved testing inference in mixed linear models
- Numerical Optimization
- On testing inference in beta regressions
- Properties of sufficiency and statistical tests
- SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution
- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
Cited In (12)
- Corrected modified profile likelihood heteroskedasticity tests
- Improved score tests for exponential family nonlinear models
- Bartlett corrections for zero-adjusted generalized linear models
- Some asymptotic inferential aspects of the Kumaraswamy distribution
- Corrected likelihood ratio tests in symmetric nonlinear regression models
- Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
- Small‐sample testing inference in symmetric and log‐symmetric linear regression models
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
- Improved log-Birnbaum-Saunders inference under type II censoring
- Inference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributions
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