General matrix formulae for computing Bartlett corrections

DOI10.1016/0167-7152(93)90115-YzbMath0786.62030MaRDI QIDQ1209443

Gauss M. Cordeiro

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

nuisance parameterslikelihood ratio statisticschi-squared distributionmaximum likelihood estimateorthogonal parametersBartlett correctionsclosed-form Bartlett corrections

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (13)

BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ Bias corrected estimates in multivariate student t regression models ⋮ A proof of independent Bartlett correctability of nested likelihood ratio tests ⋮ Higher-order asymptotic refinements in the multivariate Dirichlet regression model ⋮ Improved score tests for one-parameter exponential family models ⋮ Matrix formulae for computing improved score tests ⋮ Bartlett corrections for one-parameter exponential family models ⋮ On bartlett and bartlett-type corrections francisco cribari-neto ⋮ A general expression for second-order covariance matrices -- an application to dispersion models ⋮ Generalized bartlett correction ⋮ Improved additive adjustments for the LR/ELR test statistics ⋮ Corrected likelihood ratio tests for von mises regression models

Cites Work

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• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Invariants and likelihood ratio statistics
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• On the corrections to the likelihood ratio statistics
• Properties of sufficiency and statistical tests

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