scientific article; zbMATH DE number 962362

MaRDI QIDQ5690658zbMATH OpenFDO

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

Publication date 26 June 1997

zbMATH Keywords

\(t\) distributionasymptotic expansionBartlett correctionBartlett-type correctionschi-squared distributioncorrected testslikelihood ratio testscore testssimulation results

Mathematics Subject Classification ID

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

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

Cited in

(6)

• Corrected score tests for exponential censored data
• One-Sided Tests in Linear Models with Multivariatet-Distribution
• scientific article; zbMATH DE number 2172895 (Why is no real title available?)
• On the information matrix of the multivariate skew-\(t\) model
• Improved Score Tests in Symmetric Linear Regression Models
• Improved estimation for robust econometric regression models

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