Higher-order asymptotic refinements for score tests in proper dispersion models

Detalhes bibliográficos
Autor(a) principal: Ferrari, Silvia L. P.
Data de Publicação: 2001
Outros Autores: Cordeiro, Gauss Moutinho, Cribari Neto, Francisco
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFBA
Texto Completo: http://www.repositorio.ufba.br/ri/handle/ri/7700
Resumo: Texto completo: acesso restrito. p. 177–190
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spelling Ferrari, Silvia L. P.Cordeiro, Gauss MoutinhoCribari Neto, FranciscoFerrari, Silvia L. P.Cordeiro, Gauss MoutinhoCribari Neto, Francisco2012-12-20T18:22:13Z20010378-3758http://www.repositorio.ufba.br/ri/handle/ri/7700v. 97, n. 1Texto completo: acesso restrito. p. 177–190This 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.Submitted by Suelen Reis (suelen_suzane@hotmail.com) on 2012-12-20T18:22:12Z No. of bitstreams: 1 Ferrari.pdf: 168464 bytes, checksum: 2e533cd995bf6ada76c411d6edc6802a (MD5)Made available in DSpace on 2012-12-20T18:22:13Z (GMT). No. of bitstreams: 1 Ferrari.pdf: 168464 bytes, checksum: 2e533cd995bf6ada76c411d6edc6802a (MD5) Previous issue date: 2001http://dx.doi.org/10.1016/S0378-3758(00)00352-9reponame:Repositório Institucional da UFBAinstname:Universidade Federal da Bahia (UFBA)instacron:UFBABartlett-type correctionchi-squared distributionEdgeworth expansionProper dispersion modelScore testvon Mises regression modeHigher-order asymptotic refinements for score tests in proper dispersion modelsJournal of Statistical Planning and Inferenceinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article10000-01-01enginfo:eu-repo/semantics/openAccessORIGINALFerrari.pdfFerrari.pdfapplication/pdf168464https://repositorio.ufba.br/bitstream/ri/7700/1/Ferrari.pdf2e533cd995bf6ada76c411d6edc6802aMD51LICENSElicense.txtlicense.txttext/plain1762https://repositorio.ufba.br/bitstream/ri/7700/2/license.txt1b89a9a0548218172d7c829f87a0eab9MD52TEXTFerrari.pdf.txtFerrari.pdf.txtExtracted texttext/plain36707https://repositorio.ufba.br/bitstream/ri/7700/3/Ferrari.pdf.txt9d0162e0d1b37a9d571c82f8adf5bfe2MD53ri/77002022-07-05 14:03:07.654oai:repositorio.ufba.br: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Repositório InstitucionalPUBhttp://192.188.11.11:8080/oai/requestopendoar:19322022-07-05T17:03:07Repositório Institucional da UFBA - Universidade Federal da Bahia (UFBA)false
dc.title.pt_BR.fl_str_mv Higher-order asymptotic refinements for score tests in proper dispersion models
dc.title.alternative.pt_BR.fl_str_mv Journal of Statistical Planning and Inference
title Higher-order asymptotic refinements for score tests in proper dispersion models
spellingShingle Higher-order asymptotic refinements for score tests in proper dispersion models
Ferrari, Silvia L. P.
Bartlett-type correction
chi-squared distribution
Edgeworth expansion
Proper dispersion model
Score test
von Mises regression mode
title_short Higher-order asymptotic refinements for score tests in proper dispersion models
title_full Higher-order asymptotic refinements for score tests in proper dispersion models
title_fullStr Higher-order asymptotic refinements for score tests in proper dispersion models
title_full_unstemmed Higher-order asymptotic refinements for score tests in proper dispersion models
title_sort Higher-order asymptotic refinements for score tests in proper dispersion models
author Ferrari, Silvia L. P.
author_facet Ferrari, Silvia L. P.
Cordeiro, Gauss Moutinho
Cribari Neto, Francisco
author_role author
author2 Cordeiro, Gauss Moutinho
Cribari Neto, Francisco
author2_role author
author
dc.contributor.author.fl_str_mv Ferrari, Silvia L. P.
Cordeiro, Gauss Moutinho
Cribari Neto, Francisco
Ferrari, Silvia L. P.
Cordeiro, Gauss Moutinho
Cribari Neto, Francisco
dc.subject.por.fl_str_mv Bartlett-type correction
chi-squared distribution
Edgeworth expansion
Proper dispersion model
Score test
von Mises regression mode
topic Bartlett-type correction
chi-squared distribution
Edgeworth expansion
Proper dispersion model
Score test
von Mises regression mode
description Texto completo: acesso restrito. p. 177–190
publishDate 2001
dc.date.issued.fl_str_mv 2001
dc.date.accessioned.fl_str_mv 2012-12-20T18:22:13Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://www.repositorio.ufba.br/ri/handle/ri/7700
dc.identifier.issn.none.fl_str_mv 0378-3758
dc.identifier.number.pt_BR.fl_str_mv v. 97, n. 1
identifier_str_mv 0378-3758
v. 97, n. 1
url http://www.repositorio.ufba.br/ri/handle/ri/7700
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.pt_BR.fl_str_mv http://dx.doi.org/10.1016/S0378-3758(00)00352-9
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFBA
instname:Universidade Federal da Bahia (UFBA)
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