ON IMPROVING THE χ2APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS

DOI10.1081/STA-120014910zbMath1075.62580OpenAlexW2012378153MaRDI QIDQ4449076

Gauss M. Cordeiro, Audrey H. M. A. Cysneiros

Publication date: 4 February 2004

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120014910

zbMATH Keywords

Score testBartlett-type correctionBartlett correctionAsymptotic distributionMaximum likelihood estimateChi-squared distributionLocation-scale model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Related Items

Improved chi-squared tests for a composite hypothesis, Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models, Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica, Some Second-Order Asymptotics for Extreme Value Linear Regression Models

Uses Software

• GLIM
• IMSL Numerical Libraries

Cites Work

• On the validity of the formal Edgeworth expansion
• Corrected score tests for exponential family nonlinear models
• An asymptotic expansion for the null distribution of the efficient score statistic
• On bartlett and bartlett-type corrections francisco cribari-neto
• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Second order asymptotics for score tests in generalised linear models
• Bartlett-type corrections for some score tests in proper dispersion models
• Linear Statistical Inference and its Applications
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