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

DOI10.1007/s00362-008-0158-8zbMath1247.62161OpenAlexW1975748603WikidataQ57496525 ScholiaQ57496525MaRDI QIDQ451390

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

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 distributionBartlett-type correctionchi-squared distributionscore statistic\(t\) distributionheavy-tailed errorssymmetric model

Mathematics Subject Classification ID

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

Related Items (4)

Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Small‐sample testing inference in symmetric and log‐symmetric linear regression models ⋮ Improved chi-squared tests for a composite hypothesis ⋮ Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models

Uses Software

• Ox

Cites Work

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• Corrected likelihood ratio tests in symmetric nonlinear regression models
• Second order asymptotics for score tests in generalised linear models
• Improved Score Tests in Symmetric Linear Regression Models

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