Use este identificador para citar ou linkar para este item:
https://repositorio.ufba.br/handle/ri/7700| Tipo: | Artigo de Periódico |
| Título: | Higher-order asymptotic refinements for score tests in proper dispersion models |
| Título(s) alternativo(s): | Journal of Statistical Planning and Inference |
| Autor(es): | Ferrari, Silvia L. P. Cordeiro, Gauss Moutinho Cribari Neto, Francisco |
| Autor(es): | Ferrari, Silvia L. P. Cordeiro, Gauss Moutinho Cribari Neto, Francisco |
| Abstract: | This paper develops second-order asymptotic theory for score tests in proper dispersion models without imposing known dispersion. Our results can be used to provide an Edgeworth expansion for the test statistic or to obtain a Bartlett-corrected statistic. The latter is a modified version of the original statistic distributed as chi-squared with an error of order View the MathML source, n being the sample size, which is an improvement over Rao's original score statistic which has a chi-squared distribution with error of order View the MathML source. We also show that the formulae we obtain generalize a number of previously published results. |
| Palavras-chave: | Bartlett-type correction chi-squared distribution Edgeworth expansion Proper dispersion model Score test von Mises regression mode |
| URI: | http://www.repositorio.ufba.br/ri/handle/ri/7700 |
| Data do documento: | 2001 |
| Aparece nas coleções: | Artigo Publicado em Periódico (IME) |
Arquivos associados a este item:
Não existem arquivos associados a este item.
Os itens no repositório estão protegidos por copyright, com todos os direitos reservados, salvo quando é indicado o contrário.