A proof of independent Bartlett correctability of nested likelihood ratio tests

DOI10.1007/BF00052322zbMath1121.62537OpenAlexW2077613062MaRDI QIDQ1373247

Satoshi Kuriki, Akimichi Takemura

Publication date: 18 November 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00052322

zbMATH Keywords

Likelihood ratio testBartlett correctionnested hypothesescomponent likelihood ratio statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• General matrix formulae for computing Bartlett corrections
• Invariants and likelihood ratio statistics
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A Note on the Differentiation of Cumulants of Log Likelihood Derivatives
• Bartlett corrections to likelihood ratio tests

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