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 expansiongeneralized Bartlett correctionmaximum likelihood estimatesigned likelihood ratio statistic

Mathematics Subject Classification ID

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

Recommendations

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• scientific article; zbMATH DE number 946655
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Cites work

• 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
• 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?)
• Improved likelihood ratio statistics for exponential family nonlinear models
• Improved Likelihood Ratio Tests for Dispersion Models
• Modified signed log likelihood ratio
• On bartlett and bartlett-type corrections francisco cribari-neto
• On Multivariate Edgeworth Expansions
• 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

(10)

• A note on Bartlett-type correction for the first few moments of test statistics
• Higher-order Bartlett-type adjustment
• An introduction to Bartlett correction and bias reduction
• Transformations with improved asymptotic approximations and their accuracy
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Generalized Cornish-Fisher expansions
• Asymptotic expansions and the reliability of tests in accelerated failure time models
• scientific article; zbMATH DE number 946655 (Why is no real title available?)
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• The distribution of Pearson residuals in generalized linear models

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