| dc.creator | Araújo, Mariana C. | |
| dc.creator | Cysneiros, Audrey H. M. A. | |
| dc.creator | Montenegro, Lourdes C. | |
| dc.date | 2023-01-16T19:21:41Z | |
| dc.date | 2023-01-16T19:21:41Z | |
| dc.date | 2017-07 | |
| dc.date.accessioned | 2023-09-04T12:25:15Z | |
| dc.date.available | 2023-09-04T12:25:15Z | |
| dc.identifier | ARAÚJO, Mariana C.; CYSNEIROS, Audrey H. M. A. ; MONTENEGRO, Lourdes C. . Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models. Statistical Papers (Online), Germany, p. 1-22, 2017. Disponível em: https://link.springer.com/article/10.1007%2Fs00362-017-0933-5. Acesso em: 07 dez. 2017. | |
| dc.identifier | https://repositorio.ufrn.br/handle/123456789/50959 | |
| dc.identifier | 10.1007/s00362-017-0933-5 | |
| dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/8600668 | |
| dc.description | In this paper we address the issue of testing inference of the dispersion
parameter in heteroscedastic symmetric nonlinear regression models considering small
samples.We deriveBartlett corrections to improve the likelihood ratio as well modified
profile likelihood ratio tests. Our results extend some of those obtained in Cordeiro (J
Stat Comput Simul 74:609–620, 2004) and Ferrari et al. (J Stat Plan Inference 124:423–
437, 2004), who consider a symmetric nonlinear regression model and normal linear
regression model, respectively. We also present the bootstrap and bootstrap Bartlett
corrected likelihood ratio tests. Monte Carlo simulations are carried out to compare the
finite sample performances of the three corrected tests and their uncorrected versions.
The numerical evidence shows that the corrected modified profile likelihood ratio test,
the bootstrap and bootstrap Bartlett corrected likelihood ratio test perform better than
the other ones. We also present an empirical application. | |
| dc.format | application/pdf | |
| dc.language | en | |
| dc.publisher | Springer | |
| dc.rights | Acesso Aberto | |
| dc.subject | Bartlett correction | |
| dc.subject | Bootstrap | |
| dc.subject | Likelihood ratio test | |
| dc.subject | Modified profile likelihood ratio test | |
| dc.title | Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models | |
| dc.type | article | |
