Bartlett corrections in heteroskedastic \(t\) regression models

DOI10.1016/j.spl.2005.05.025zbMath1076.62064OpenAlexW2061491825MaRDI QIDQ2576373

Gauss M. Cordeiro, Lúcia P. Barroso

Publication date: 27 December 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2005.05.025

zbMATH Keywords

Bartlett correctionmaximum likelihood estimateheteroskedastic modellink functiondispersion parameterStudent's \(t\) distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items

Small‐sample testing inference in symmetric and log‐symmetric linear regression models, Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions, Bartlett corrections in Birnbaum–Saunders nonlinear regression models, Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors, Variable Selection in Joint Location and Scale Models of the Skew-t-Normal Distribution, Homogeneity diagnostics for skew-normal nonlinear regression models, Heteroscedasticity diagnostics for \(t\) linear regression models, Statistical Diagnostics for Skew-t-Normal Nonlinear Models

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