Generalized bartlett correction

DOI10.1080/03610929808832109MaRDI QIDQ4386010zbMATH OpenOpenAlexFDO

Authors Silvia L. P. Ferrari, Gauss M. Cordeiro

Publication date 18 April 1999

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

Full work available at URL https://doi.org/10.1080/03610929808832109

zbMATH Keywords

Bartlett correctionchi-squared distributionEdgeworth-type expansionmaximum likelihood estimategeneralized Bartlett correctionsigned likelihood ratio statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• A note on Bartlett-type correction for the first few moments of test statistics
• scientific article; zbMATH DE number 946655
• Higher-order Bartlett-type adjustment
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)

Cites work

• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• An improved lagrange multiplier test for heteroskedasticity
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
• Approximations to noncentral distributions
• Bartlett corrections and bias correction for two heteroscedastic regression models
• Bartlett-corrected tests for heteroskedastic linear models
• Corrected score tests for exponential family nonlinear models
• Effects of transformations in higher order asymptotic expansions
• General matrix formulae for computing Bartlett corrections
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• Improved Likelihood Ratio Tests for Dispersion Models
• Improved likelihood ratio statistics for exponential family nonlinear models
• Modified signed log likelihood ratio
• On Multivariate Edgeworth Expansions
• On bartlett and bartlett-type corrections francisco cribari-neto
• On parameter transformations and interval estimation
• On the corrections to the likelihood ratio statistics
• On the validity of the formal Edgeworth expansion
• Second order asymptotics for score tests in generalised linear models
• Standardized log-likelihood ratio statistics for mixtures of discrete and continuous observations

Cited in

(6)

• The distribution of Pearson residuals in generalized linear models
• Generalized Cornish-Fisher expansions
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Higher-order Bartlett-type adjustment
• An introduction to Bartlett correction and bias reduction
• Transformations with improved asymptotic approximations and their accuracy

This page was built for publication: Generalized bartlett correction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4386010)