Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models

DOI10.1081/STA-200056841MaRDI QIDQ4681064zbMATH OpenOpenAlexWikidataFDO

Authors Silvia L. P. Ferrari, Gauss M. Cordeiro

Publication date 14 June 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-200056841

zbMATH Keywords

exponential familyhigher-order asymptoticslikelihood ratio statisticmodified Wald statisticnon central chi-squared distributionpowerRao score statisticWald statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Recommendations

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Cites work

• An asymptotic expansion for the null distribution of the efficient score statistic
• Approximation Theorems of Mathematical Statistics
• Bartlett corrections for one-parameter exponential family models
• Comparison of LR, score, and Wald tests in a non-iid setting
• Corrected wald test statistics for one-parameter exponential family models
• Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests
• Improved score tests for one-parameter exponential family models
• Linear Statistical Inference and its Applications
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• The local power of the efficient scores test statistic
• Third-order asymptotic properties of a class of test statistics under a local alternative

Cited in

(15)

• Third order efficient tests in exponential lattice models
• Likelihood centered asymptotic model exponential and location model versions
• Non null asymptotic distributions of some criteria in censored exponential regression
• On the Use of Wald's Test in Exponential Families
• scientific article; zbMATH DE number 1275278 (Why is no real title available?)
• Multiparameter testing in exponential models: Third order approximations from likelihood
• Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
• scientific article; zbMATH DE number 952747 (Why is no real title available?)
• scientific article; zbMATH DE number 954483 (Why is no real title available?)
• scientific article; zbMATH DE number 774827 (Why is no real title available?)
• scientific article; zbMATH DE number 926576 (Why is no real title available?)
• Asymptotic expansions of the distributions of some test statistics in generalized linear models
• Second-order power properties of likelihood-based tests in simplex regressions
• Nonnull asymptotic distributions of three classic criteria in nonlinear Birnbaum-Saunders regressions
• Third-order asymptotic properties of a class of test statistics under a local alternative

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