Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria
From MaRDI portal
Publication:5941234
DOI10.1016/S0165-1765(01)00389-5zbMath1030.62011OpenAlexW2057302145WikidataQ57496587 ScholiaQ57496587MaRDI QIDQ5941234
Silvia L. P. Ferrari, Francisco Cribari-Neto
Publication date: 20 August 2001
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00389-5
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)
Related Items (4)
Generalized Cornish-Fisher expansions ⋮ A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions ⋮ Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT2Statistics Under Non Normality ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
Cites Work
- Unnamed Item
- Unnamed Item
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- Model specification tests. A simultaneous approach
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- Improvement on chi-squared approximation by monotone transformation
- Higher-order Bartlett-type adjustment
- A modified score test statistic having chi-squared distribution to order n−1
- An asymptotic expansion for the null distribution of the efficient score statistic
- A formula to improve score test statistics
- On bartlett and bartlett-type corrections francisco cribari-neto
- Higher order monotone Bartlett-type adjustment for some multivariate test statistics
- An improved lagrange multiplier test for heteroskedasticity
- Generalized Asymptotic Expansions of Cornish-Fisher Type
This page was built for publication: Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria