Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models

DOI10.1016/J.SPL.2008.05.009zbMath1317.62015OpenAlexW2025357351WikidataQ57496547 ScholiaQ57496547MaRDI QIDQ956392

Silvia L. P. Ferrari, Audrey H. M. A. Cysneiros

Publication date: 25 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.009

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items (10)

Modified likelihood ratio tests for unit gamma regressions ⋮ Higher-order asymptotic refinements in the multivariate Dirichlet regression model ⋮ Improved gradient statistic in heteroskedastic generalized linear models ⋮ Local power of some tests in exponential family nonlinear models ⋮ Improved likelihood inference in beta regression ⋮ Some restriction tests in a new class of regression models for proportions ⋮ Sequential probabilistic ratio test for the scale parameter of the \(P\)-norm distribution ⋮ On testing inference in beta regressions ⋮ Small-sample likelihood inference in extreme-value regression models ⋮ Modified likelihood ratio statistics for inflated beta regressions

Uses Software

• Ox

Cites Work

• Testing for varying dispersion in exponential family nonlinear models
• Exponential family nonlinear models
• An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
• Likelihood Asymptotics
• Modified signed log likelihood ratio
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