Bartlett-type modification for Rao's efficient score statistic

DOI10.1016/0047-259X(91)90094-IzbMath0712.62013MaRDI QIDQ749071

Rahul Mukerjee, Tapas Kumar Chandra

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Rao's statisticefficient scoreBartlett-type modificationslikelihod ratio statisticsmultivariate Edgeworth expansion

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (22)

About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models ⋮ Transformations of multivariate Edgeworth type expansions ⋮ A formula to improve score test statistics ⋮ Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood ⋮ RAO'S SCORE TESTS IN SURVIVAL ANALYSIS: EXAMPLES AND BARTLETT TYPE ADJUSTMENTS ⋮ Comparison of Bartlett-type adjustments for the efficient score statistic ⋮ A Bartlett-type correction for the subject-years method in comparing survival data to a standard population ⋮ Improved chi-squared tests for a composite hypothesis ⋮ A parameterisation-invariant modification of the score test ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Some corrections of the score test statistic for Gaussian ARMA models ⋮ Third-order local power properties of tests for a composite hypothesis. II ⋮ Bartlett-corrected tests for heteroskedastic linear models ⋮ Modifications of the Rayleigh and Bingham tests for uniformity of directions ⋮ Second-Order Power Comparison of Tests ⋮ Comparison of Bartlett-type adjusted tests in the multiparameter case ⋮ Improved additive adjustments for the LR/ELR test statistics ⋮ Higher-order asymptotic refinements for score tests in proper dispersion models ⋮ Generalized Cordeiro-Ferrari Bartlett-type adjustment ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions ⋮ Bartlett-type adjustments for empirical discrepancy test statistics

Cites Work

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• On the validity of the formal Edgeworth expansion
• Invariants and likelihood ratio statistics
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Local sufficiency
• On the level-error after Bartlett adjustment of the likelihood ratio statistic
• Improved likelihood ratio statistics for exponential family nonlinear models
• Linear Statistical Inference and its Applications
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