Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
DOI10.1007/S00362-008-0158-8zbMATH Open1247.62161OpenAlexW1975748603WikidataQ57496525 ScholiaQ57496525MaRDI QIDQ451390FDOQ451390
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
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bootstrapasymptotic distributionscore statisticchi-squared distribution\(t\) distributionBartlett-type correctionheavy-tailed errorssymmetric model
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)
Cites Work
- An asymptotic expansion for the null distribution of the efficient score statistic
- On diagnostics in symmetrical nonlinear models
- Elliptically Symmetric Distributions: A Review and Bibliography
- A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
- Title not available (Why is that?)
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
- Higher order monotone Bartlett-type adjustment for some multivariate test statistics
- A formula to improve score test statistics
- Title not available (Why is that?)
- ON IMPROVING THE χ2APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
- Improved Score Tests in Symmetric Linear Regression Models
- Corrected likelihood ratio tests in symmetric nonlinear regression models
- Second order asymptotics for score tests in generalised linear models
Cited In (18)
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
- Improved chi-squared tests for a composite hypothesis
- 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
- 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
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