Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models

dc.creatorCYSNEIROS, Audrey H. M. A.
dc.creatorRODRIGUES, Katya S. P.
dc.creatorCORDEIRO, Gauss M.
dc.creatorFERRARI, Silvia L. P.
dc.date.accessioned2012-10-20T04:44:24Z
dc.date.accessioned2018-07-04T15:46:08Z
dc.date.available2012-10-20T04:44:24Z
dc.date.available2018-07-04T15:46:08Z
dc.date.created2012-10-20T04:44:24Z
dc.date.issued2010
dc.identifierSTATISTICAL PAPERS, v.51, n.2, p.273-284, 2010
dc.identifier0932-5026
dc.identifierhttp://producao.usp.br/handle/BDPI/30465
dc.identifier10.1007/s00362-008-0158-8
dc.identifierhttp://dx.doi.org/10.1007/s00362-008-0158-8
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627104
dc.description.abstractWe present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests.
dc.languageeng
dc.publisherSPRINGER
dc.relationStatistical Papers
dc.rightsCopyright SPRINGER
dc.rightsclosedAccess
dc.subjectAsymptotic distribution
dc.subjectBartlett-type correction
dc.subjectBootstrap
dc.subjectChi-squared distribution
dc.subjectHeavy-tailed errors
dc.subjectScore statistic
dc.subjectSymmetric model
dc.subjectt distribution
dc.titleThree Bartlett-type corrections for score statistics in symmetric nonlinear regression models
dc.typeArtículos de revistas


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