On the corrections to information matrix tests
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Publication:4355143
DOI10.1080/07474939708800371zbMath0928.62042OpenAlexW2069212945MaRDI QIDQ4355143
Publication date: 11 January 2000
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939708800371
Cornish-Fisher expansionEdgeworth expansionBartlett correctioninformation matrix testnormality testheteroskedasticity testsize-correction
Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (6)
Corrected score tests for exponential censored data ⋮ A simple and effective misspecification test for the double-hurdle model ⋮ The robustness, reliabiligy and power of heteroskedasticity tests ⋮ On improving the robustness and reliability of Rao's score test ⋮ Asymptotic expansions and the reliability of tests in accelerated failure time models ⋮ Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
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- On the corrections to the likelihood ratio statistics
- A New Form of the Information Matrix Test
- A Test for Normality of Observations and Regression Residuals
- An improved lagrange multiplier test for heteroskedasticity
- Matrix formulae for computing improved score tests
- On Information in Statistics
- Generalized Asymptotic Expansions of Cornish-Fisher Type
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