Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models

DOI10.1007/S00362-008-0158-8MaRDI QIDQ451390zbMATH OpenOpenAlexWikidataFDO

Authors Audrey H. M. A. Cysneiros, Katya S. P. Rodrigues, Silvia L. P. Ferrari, Gauss M. Cordeiro

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-008-0158-8

zbMATH Keywords

bootstrapasymptotic distributionscore statisticchi-squared distribution\(t\) distributionBartlett-type correctionheavy-tailed errorssymmetric model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) General nonlinear regression (62J02) Hypothesis testing in multivariate analysis (62H15) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cites work

• scientific article; zbMATH DE number 472965 (Why is no real title available?)
• scientific article; zbMATH DE number 3052144 (Why is no real title available?)
• A formula to improve score test statistics
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• An asymptotic expansion for the null distribution of the efficient score statistic
• Corrected likelihood ratio tests in symmetric nonlinear regression models
• Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
• Elliptically Symmetric Distributions: A Review and Bibliography
• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• Improved Score Tests in Symmetric Linear Regression Models
• ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
• On diagnostics in symmetrical nonlinear models
• Second order asymptotics for score tests in generalised linear models

Cited in

(18)

• ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates
• IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS
• Improved chi-squared tests for a composite hypothesis
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• Improved Score Tests in Symmetric Linear Regression Models
• Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses
• Corrected likelihood ratio tests in symmetric nonlinear regression models
• Bartlett corrections in Birnbaum–Saunders nonlinear regression models
• Performance of the Bartlett and Bartlett-type corrections in some location-scale nonlinear models
• Corrected likelihood ratio tests in class of symmetric linear regression models
• On the robustness of analytical and bootstrtap corrections to score tests in regressios models
• Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
• The size and power of analytical amd bootstrap corrections to score tests in regression models
• Score-type statistics in pattern classification
• Some corrections of the score test statistic for Gaussian ARMA models
• Small‐sample testing inference in symmetric and log‐symmetric linear regression models
• Matrix formulae for computing improved score tests

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