SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS

DOI10.1081/STA-120013009zbMATH Open1022.62016MaRDI QIDQ4792108FDOQ4792108

Lúcia P. Barroso, Klaus L. P. Vasconcellos, Gauss M. Cordeiro

Publication date: 11 February 2003

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

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zbMATH Keywords

link functiondispersion parametermaximum likelihood estimateBartlett-type correctionChi-squared distributionheteroskedastic modelStudent \(t\) model

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• An asymptotic expansion for the null distribution of the efficient score statistic
• The Delta Algorithm and GLIM
• Second order asymptotics for score tests in generalised linear models

Cited In (9)

• Title not available (Why is that?)
• A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions
• Improved chi-squared tests for a composite hypothesis
• Second order asymptotics for score tests in generalised linear models
• Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
• The size and power of analytical amd bootstrap corrections to score tests in regression models
• Title not available (Why is that?)
• Heteroscedastic symmetrical linear models
• Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors

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