scientific article; zbMATH DE number 962362

zbMATH Open0864.62046MaRDI QIDQ5690658FDOQ5690658

Authors: Reinaldo B. Arellano-Valle, Silvia L. P. Ferrari 

Publication date: 26 June 1997

Title of this publication is not available (Why is that?)

Recommendations

• Improved Score Tests in Symmetric Linear Regression Models
• Corrected likelihood ratio tests in class of symmetric linear regression models
• Bartlett corrections in heteroskedastic \(t\) regression models
• SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS
• Corrected likelihood ratio tests in symmetric nonlinear regression models

zbMATH Keywords

asymptotic expansionBartlett correctionlikelihood ratio testsimulation resultschi-squared distributionscore tests\(t\) distributionBartlett-type correctionscorrected tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

Cited In (6)

• Improved Score Tests in Symmetric Linear Regression Models
• One-Sided Tests in Linear Models with Multivariatet-Distribution
• Improved estimation for robust econometric regression models
• On the information matrix of the multivariate skew-\(t\) model
• Corrected score tests for exponential censored data
• Title not available (Why is that?)

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