Higher-order asymptotic refinements for score tests in proper dispersion models
From MaRDI portal
Publication:5943800
DOI10.1016/S0378-3758(00)00352-9zbMath0982.62015WikidataQ57496584 ScholiaQ57496584MaRDI QIDQ5943800
Francisco Cribari-Neto, Silvia L. P. Ferrari, Gauss M. Cordeiro
Publication date: 7 April 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
score testsEdgeworth expansionBartlett-type correctionchi-squared distributionproper dispersion modelsvon Mises regression model
Related Items
Improved chi-squared tests for a composite hypothesis ⋮ Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica ⋮ An introduction to Bent Jørgensen's ideas ⋮ New results on the likelihood ratio and score tests for the von Mises distribution ⋮ Improved inference in dispersion models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bartlett-type modification for Rao's efficient score statistic
- Third-order asymptotic properties of a class of test statistics under a local alternative
- Comparison of Bartlett-type adjustments for the efficient score statistic
- Corrected score tests for exponential family nonlinear models
- Maximum likelihood estimation and large-sample inference for generalized linear and nonlinear regression models
- Statistical Analysis of Circular Data
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- A modified score test statistic having chi-squared distribution to order n−1
- An asymptotic expansion for the null distribution of the efficient score statistic
- Improved likelihood ratio statistics for exponential family nonlinear models
- Some Statistical Properties of a Family of Continuous Univariate Distributions
- On bartlett and bartlett-type corrections francisco cribari-neto
- Second order asymptotics for score tests in exponential family nonlinear models
- Second order asymptotics for score tests in generalised linear models
- Improved Likelihood Ratio Tests for Dispersion Models
- Matrix formulae for computing improved score tests
- Bartlett-type corrections for some score tests in proper dispersion models
- Properties of sufficiency and statistical tests
This page was built for publication: Higher-order asymptotic refinements for score tests in proper dispersion models