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Second order asymptotics for score tests in generalised linear models - MaRDI portal

Second order asymptotics for score tests in generalised linear models (Q4842936)

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scientific article; zbMATH DE number 786455
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Second order asymptotics for score tests in generalised linear models
scientific article; zbMATH DE number 786455

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    Second order asymptotics for score tests in generalised linear models (English)
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    12 November 1995
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    asymptotic expansion
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    Bartlett-type correction
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    chi-squared distribution
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    size-correction
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    finite-sample corrections
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    score tests
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    Edgeworth expansion
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    closed-form expressions
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    normal linear regression model
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