Comparison of Bartlett-type adjustments for the efficient score statistic

DOI10.1016/0378-3758(94)00107-7zbMath0832.62018OpenAlexW2030107729MaRDI QIDQ1901724

Rahul Mukerjee, C. Radhakrishna Rao

Publication date: 9 November 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00107-7

zbMATH Keywords

average powermaximinitycontiguous alternativesefficient score statisticBartlett-type adjustments

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Related Items (11)

About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models ⋮ Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Corrected score tests for exponential censored data ⋮ Third-order local power properties of tests for a composite hypothesis. II ⋮ Comparison of Bartlett-type adjusted tests in the multiparameter case ⋮ On improving the robustness and reliability of Rao's score test ⋮ Higher-order asymptotic refinements for score tests in proper dispersion models ⋮ On large deviation asymptotics of some tests in time series ⋮ Generalized Cordeiro-Ferrari Bartlett-type adjustment ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions

Cites Work

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• Bartlett-type modification for Rao's efficient score statistic
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Third-order asymptotic properties of a class of test statistics under a local alternative
• Comparison of tests in the multiparameter case. I. Second-order power
• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• The local power of the efficient scores test statistic
• Conditional likelihood and power: higher-order asymptotics

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