Higher-order asymptotic refinements for score tests in proper dispersion models
Autor(a) principal: | |
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Data de Publicação: | 2001 |
Outros Autores: | , |
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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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 |
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openAccess |
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http://dx.doi.org/10.1016/S0378-3758(00)00352-9 |
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