Generalized Cordeiro-Ferrari Bartlett-type adjustment

DOI10.1016/j.spl.2012.06.022zbMath1312.62024OpenAlexW2031463948MaRDI QIDQ712543

Yoshihide Kakizawa

Publication date: 17 October 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.022

zbMATH Keywords

asymptotic expansionEdgeworth expansionBartlett-type adjustmentchi-squared approximation

Mathematics Subject Classification ID

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

Related Items (5)

Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Third-order local power properties of tests for a composite hypothesis. II ⋮ Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter

Cites Work

• Improved chi-squared tests for a composite hypothesis
• Improved additive adjustments for the LR/ELR test statistics
• Bartlett-type modification for Rao's efficient score statistic
• 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
• Comparison of Bartlett-type adjusted tests in the multiparameter case
• Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Higher order asymptotic theory for time series analysis
• On the validity of the formal Edgeworth expansion
• Comparison of LR, score, and Wald tests in a non-iid setting
• Comparison of Bartlett-type adjustments for the efficient score statistic
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A modified score test statistic having chi-squared distribution to order n⁻¹
• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
• Properties of sufficiency and statistical tests
• Econometrics
• Unnamed Item
• Unnamed Item

This page was built for publication: Generalized Cordeiro-Ferrari Bartlett-type adjustment