Higher-order asymptotic refinements in the multivariate Dirichlet regression model
From MaRDI portal
Publication:5086336
DOI10.1080/03610918.2019.1645171OpenAlexW2963106512MaRDI QIDQ5086336
Artur J. Lemonte, Germán Moreno-Arenas, Tiago M. Vargas, Tatiane F. N. Melo
Publication date: 5 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1645171
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
- Some restriction tests in a new class of regression models for proportions
- General matrix formulae for computing Bartlett corrections
- An explicit large-deviation approximation to one-parameter tests.
- Bartlett corrections in beta regression models
- An introduction to Bartlett correction and bias reduction
- The uniqueness of extremum estimation
- Likelihood Asymptotics
- Improved likelihood inference in beta regression
- BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
- On optimal and data-based histograms
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- Modified signed log likelihood ratio
- Better Bootstrap Confidence Intervals
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- Topics in Advanced Econometrics
- Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample
This page was built for publication: Higher-order asymptotic refinements in the multivariate Dirichlet regression model
