Asymptotic expansions of the distributions of some test statistics in generalized linear models

DOI10.1080/02331880601013767zbMath1125.62007MaRDI QIDQ5429697

Arjun K. Gupta, Jin Xu

Publication date: 3 December 2007

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880601013767

zbMATH Keywords

characteristic function; likelihood ratio statistic; Wald statistic; Rao's score statistic

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62J12: Generalized linear models (logistic models)

Related Items

Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model

Uses Software

• Fahrmeir

Cites Work

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