Bartlett corrections for one-parameter exponential family models

DOI10.1080/00949659508811707zbMath0873.62020OpenAlexW1991512706WikidataQ57496605 ScholiaQ57496605MaRDI QIDQ4352562

Elisete C. Q. Aubin, Gauss M. Cordeiro, Francisco Cribari-Neto, Silvia L. P. Ferrari

Publication date: 4 November 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811707

zbMATH Keywords

asymptotic expansionslikelihood ratio statisticchi-squared distributionBartlett correctionone-parameter exponential family model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (5)

Improved score tests for one-parameter exponential family models ⋮ Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica ⋮ The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square ⋮ Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models ⋮ Likelihood ratio and score burden tests for detecting disease-associated rare variants

Uses Software

• Mathematica

Cites Work

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• Natural real exponential families with cubic variance functions
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Natural exponential families with quadratic variance functions
• General matrix formulae for computing Bartlett corrections
• Invariants and likelihood ratio statistics
• Some Statistical Properties of a Family of Continuous Univariate Distributions
• 194 Note: An Algorithm for the Logarithmic Series Distribution
• Properties of sufficiency and statistical tests
• Cumulative Frequency Functions

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