Generalized Cordeiro-Ferrari Bartlett-type adjustment
From MaRDI portal
Publication:712543
DOI10.1016/j.spl.2012.06.022zbMath1312.62024MaRDI QIDQ712543
Publication date: 17 October 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.022
62E20: Asymptotic distribution theory in statistics
62F03: Parametric hypothesis testing
62F05: Asymptotic properties of parametric tests
Related Items
Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter, Unnamed Item, Third-order local power properties of tests for a composite hypothesis. II, Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
Cites Work
- Unnamed Item
- Unnamed Item
- Improved chi-squared tests for a composite hypothesis
- Improved additive adjustments for the LR/ELR test statistics
- Bartlett-type modification for Rao's efficient score statistic
- A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
- Third-order asymptotic properties of a class of test statistics under a local alternative
- Comparison of Bartlett-type adjusted tests in the multiparameter case
- Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- Higher order asymptotic theory for time series analysis
- On the validity of the formal Edgeworth expansion
- Comparison of LR, score, and Wald tests in a non-iid setting
- Comparison of Bartlett-type adjustments for the efficient score statistic
- 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
- Higher order monotone Bartlett-type adjustment for some multivariate test statistics
- An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
- Properties of sufficiency and statistical tests
- Econometrics