Bartlett-type modification for Rao's efficient score statistic

DOI10.1016/0047-259X(91)90094-IzbMATH Open0712.62013MaRDI QIDQ749071FDOQ749071

Authors: Rahul Mukerjee, Tapas K. Chandra 

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

efficient scoreBartlett-type modificationslikelihod ratio statisticsmultivariate Edgeworth expansionRao's statistic

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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Cited In (22)

• Comparison of Bartlett-type adjustments for the efficient score statistic
• A parameterisation-invariant modification of the score test
• Improved chi-squared tests for a composite hypothesis
• Improved additive adjustments for the LR/ELR test statistics
• Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
• Modifications of the Rayleigh and Bingham tests for uniformity of directions
• Higher-order asymptotic refinements for score tests in proper dispersion models
• A Bartlett-type correction for the subject-years method in comparing survival data to a standard population
• Comparison of Bartlett-type adjusted tests in the multiparameter case
• Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
• Second-order power comparison of tests
• Title not available (Why is that?)
• Some corrections of the score test statistic for Gaussian ARMA models
• Bartlett-type adjustments for empirical discrepancy test statistics
• About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models
• RAO'S SCORE TESTS IN SURVIVAL ANALYSIS: EXAMPLES AND BARTLETT TYPE ADJUSTMENTS
• Transformations of multivariate Edgeworth type expansions
• Third-order local power properties of tests for a composite hypothesis. II
• Generalized Cordeiro-Ferrari Bartlett-type adjustment
• Title not available (Why is that?)
• Bartlett-corrected tests for heteroskedastic linear models
• A formula to improve score test statistics

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