Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power

DOI10.1016/S0378-3758(00)00344-XzbMath0982.62013MaRDI QIDQ5943792

Rahul Mukerjee, Jayanta K. Ghosh

Publication date: 7 April 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio statisticcontiguous alternativeaverage powermaximinityRao's score statisticWald's statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (3)

On improving the robustness and reliability of Rao's score test ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions ⋮ On confidence intervals associated with quasi-likelihood

Cites Work

• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Third-order asymptotic properties of a class of test statistics under a local alternative
• Quasi profile and directed likelihoods from estimating functions
• Conditional likelihood and power: higher-order asymptotics
• Higher‐order asymptotics under model misspecification
• Econometrics
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