High-order asymptotic expansions for robust tests

DOI10.1093/BIOMET/88.4.1153zbMath0994.62008OpenAlexW2091254566MaRDI QIDQ2773193

François-Xavier de Rossi, Riccardo Gatto

Publication date: 4 September 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/115868/

zbMATH Keywords

saddlepoint approximationlikelihood ratio testnuisance parameterquantileBartlett correctionregression modelEdgeworth approximationp-valueM-ratiosigned-root likelihood ratio testsigned-root M-ratio test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

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