Gradient statistic: higher-order asymptotics and Bartlett-type correction

DOI10.1214/12-EJS763zbMath1336.62143arXiv1206.2206WikidataQ57496479 ScholiaQ57496479MaRDI QIDQ1951101

Silvia L. P. Ferrari, Artur J. Lemonte, Tiago M. Vargas

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.2206

zbMATH Keywords

asymptotic expansionBartlett-type correctiongradient testshrinkage argumentBayesian route

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)

Related Items

Improved likelihood inference in generalized linear models, Higher-order approximate confidence intervals, Likelihood-based inference in censored exponential regression models, Improved gradient statistic in heteroskedastic generalized linear models, Small‐sample testing inference in symmetric and log‐symmetric linear regression models, Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models, Improved inference in dispersion models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local power properties of some asymptotic tests in symmetric linear regression models
• The local power of the gradient test
• Some corrections of the score test statistic for Gaussian ARMA models
• Highest posterior density regions with approximate frequentist validity: the role of data-dependent priors
• Local power of some tests in exponential family nonlinear models
• 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
• Sphericity test in a GMANOVA-MANOVA model with normal error
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• A note on the local power of the LR, Wald, score and gradient tests
• BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• 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
• On bartlett and bartlett-type corrections francisco cribari-neto
• Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood
• Improvement of the Likelihood Ratio Test Statistic in ARMA Models
• Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• A new family of life distributions
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• On the Bayesian approach for frequentist computations