Improved gradient statistic in heteroskedastic generalized linear models

DOI10.1080/00949655.2023.2172170OpenAlexW4318829964MaRDI QIDQ6050728

Mônica C. Sandoval, Tiago M. Magalhães, Unnamed Author, Denise A. Botter

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Improved_gradient_statistic_in_heteroskedastic_generalized_linear_models/21989540

zbMATH Keywords

maximum likelihood estimatorsgradient testheteroskedastic generalized linear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistics (62-XX) Parametric inference (62Fxx)

Cites Work

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• Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
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• Improved inference in dispersion models
• Improved estimators for generalized linear models with dispersion covariates
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• Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models
• Bartlett and Bartlett-type corrections for censored data from a Weibull distribution
• Likelihood-based inference in censored exponential regression models
• Higher-order asymptotic refinements in the multivariate Dirichlet regression model
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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