Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica

DOI10.1080/03610910802127056zbMath1286.62024OpenAlexW2062930375MaRDI QIDQ3543712

Borko D. Stošić

Publication date: 4 December 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802127056

zbMATH Keywords

Wald statisticMathematicaexponential familyMapleBartlett-type correctionmaximum likelihood estimatescore statistic\(t\) distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Uses Software

• Maple
• Mathematica

Cites Work

• Unnamed Item
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• Modified signed log likelihood ratio
• On the corrections to the likelihood ratio statistics
• Saddle point approximation for the distribution of the sum of independent random variables
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• Bartlett corrections for one-parameter exponential family models
• On bartlett and bartlett-type corrections francisco cribari-neto
• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• Second order asymptotics for score tests in exponential family nonlinear models
• ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates
• Second order asymptotics for score tests in generalised linear models
• Matrix formulae for computing improved score tests
• Bartlett-type corrections for some score tests in proper dispersion models
• Linear Statistical Inference and its Applications
• Higher-order asymptotic refinements for score tests in proper dispersion models

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