Improved Score Tests in Symmetric Linear Regression Models

DOI10.1080/03610920701649050zbMath1140.62057OpenAlexW2074380807WikidataQ57496538 ScholiaQ57496538MaRDI QIDQ5450552

Gauss M. Cordeiro, Silvia L. P. Ferrari, Miguel A. Uribe-Opazo

Publication date: 12 March 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701649050

zbMATH Keywords

asymptotic distributionscore testBartlett-type correctionchi-squared distributionsymmetric distribution\(t\) distribution

Mathematics Subject Classification ID

Related Items (7)

Higher-order approximate confidence intervals ⋮ Improved score tests for exponential family nonlinear models ⋮ Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Small‐sample testing inference in symmetric and log‐symmetric linear regression models ⋮ Improved chi-squared tests for a composite hypothesis ⋮ Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models ⋮ Improved inference in dispersion models

Cites Work

• An asymptotic expansion for the null distribution of the efficient score statistic
• Elliptically Symmetric Distributions: A Review and Bibliography
• Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates
• Second order asymptotics for score tests in generalised linear models
• Matrix formulae for computing improved score tests
• Properties of sufficiency and statistical tests

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