Second order asymptotics for score tests in exponential family nonlinear models

DOI10.1080/00949659708811854zbMath0886.62022OpenAlexW2035588975MaRDI QIDQ4365864

Silvia L. P. Ferrari, Francisco Cribari-Neto, Miguel A. Uribe-Opazo

Publication date: 18 November 1997

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

Full work available at URL: https://doi.org/10.1080/00949659708811854

zbMATH Keywords

asymptotic expansionscore testsCornish-Fisher expansionEdgeworth expansionBartlett-type correctionchi-squared distributionexponential family nonlinear models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)

Related Items (6)

IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS ⋮ The size and power of analytical amd bootstrap corrections to score tests in regression models ⋮ Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica ⋮ Higher-order asymptotic refinements for score tests in proper dispersion models ⋮ Small-Sample Corrections for Score Tests in Birnbaum–Saunders Regressions ⋮ On the robustness of analytical and bootstrtap corrections to score tests in regressios models

Uses Software

• Mathematica
• R

Cites Work

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• Edgeworth series for lattice distributions
• Series approximation methods in statistics
• Corrected score tests for exponential family nonlinear models
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• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• An asymptotic expansion for the null distribution of the efficient score statistic
• Improved likelihood ratio statistics for exponential family nonlinear models
• On bartlett and bartlett-type corrections francisco cribari-neto
• Second order asymptotics for score tests in generalised linear models
• Linear Statistical Inference and its Applications
• The bootstrap and Edgeworth expansion

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