Corrected wald test statistics for one-parameter exponential family models

DOI10.1080/03610929908832363MaRDI QIDQ4266715zbMATH OpenOpenAlexFDO

Authors Sylvio José P. dos Santos, Gauss M. Cordeiro

Publication date 17 September 2001

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832363

zbMATH Keywords

Bartlett-type correctionschi-squared distributionexponential familiesmodified Wald statisticWald statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Recommendations

• Improved score tests for one-parameter exponential family models
• Bartlett corrections for one-parameter exponential family models
• Bartlett adjustments for two-parameter exponential family models
• BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS

Cites work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Approximation Theorems of Mathematical Statistics
• Cumulative Frequency Functions
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• Improved score tests for one-parameter exponential family models
• Linear Statistical Inference and its Applications
• Natural exponential families with quadratic variance functions
• Natural real exponential families with cubic variance functions
• Some Statistical Properties of a Family of Continuous Univariate Distributions

Cited in

(10)

• Improved score tests for one-parameter exponential family models
• On the corrections to the Wald test of nonlinear restrictions
• Parametrization-invariant Wald tests
• Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica
• On the Use of Wald's Test in Exponential Families
• Bartlett corrections for one-parameter exponential family models
• BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS
• Bartlett adjustments for two-parameter exponential family models
• Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models
• Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models

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