scientific article; zbMATH DE number 3841053
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Publication:3311480
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(24)- Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
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- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- Improved inference in dispersion models
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- On Power and Sample Size Calculations for Likelihood Ratio Tests in Generalized Linear Models
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- Improved score tests for exponential family nonlinear models
- Corrected likelihood-ratio tests in logistic regression using small-sample data
- Bartlett corrections for zero-adjusted generalized linear models
- Exact conditional samples for the NEF-QVF family in generalized linear models and their use in goodness of fit
- Bartlett-type correction for testing homogeneity of inverse Gaussian means
- Universal higher-order Bartlett correction
- Moment-based adjustments of statistical inference in high-dimensional generalized linear models
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