A parameterisation-invariant modification of the score test

DOI10.1007/s41884-023-00101-4MaRDI QIDQ6138807

Peter E. Jupp

Publication date: 16 January 2024

Published in: Information Geometry (Search for Journal in Brave)

zbMATH Keywords

tensorBartlett correctioninterest parameterlarge-sample asymptoticsinvariant Taylor expansiongeneralised Bartlett correctionlikelihood yoke

Mathematics Subject Classification ID

Parametric inference (62Fxx) Classical differential geometry (53Axx) Statistical distribution theory (62Exx)

Cites Work

• Bartlett-type modification for Rao's efficient score statistic
• Stochastic calculus, statistical asymptotics, Taylor strings and phyla
• Marginal information for expectation parameters
• Strings: mathematical theory and statistical examples
• Geometry of Pre-contrast Functions and Non-conservative Estimating Functions
• 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
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Modifications of the Rayleigh and Bingham tests for uniformity of directions
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