Local power and size properties of the LR, Wald, score and gradient tests in dispersion models-Reference-Cited by-同舟云学术

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Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

Published:2012-09 Issue:5 Volume:9 Page:537-554
ISSN:1572-3127
Container-title:Statistical Methodology
language:en
Short-container-title:Statistical Methodology

Author:

Lemonte Artur J.,Ferrari Silvia L.P.

Publisher

Elsevier BV

Subject

Statistics and Probability

Reference33 articles.

1. Some parametric models on the simplex;Barndorff-Nielsen;Journal of Multivariate Analysis,1991

2. Valid asymptotic expansions for the likelihood ratio and other statistics under contiguous alternatives;Chandra;Sankhyā Series A,1980

3. Improved likelihood ratio statistics for exponential family nonlinear models;Cordeiro;Biometrika,1989

4. Theoretical Statistics;Cox,1974

5. Parameter orthogonality and approximate conditional inference (with discussion);Cox;Journal of the Royal Statistical Society. Series B,1987

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1. Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models;Anais da Academia Brasileira de Ciências;2022

2. A general expression for second-order covariance matrices—an application to dispersion models;Brazilian Journal of Probability and Statistics;2021-02-01

3. Approximations of the power functions for Wald, likelihood ratio, and score tests and their applications to linear and logistic regressions;Model Assisted Statistics and Applications;2020-12-25

4. Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution;Communications in Statistics - Simulation and Computation;2020-02-22

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