Second order asymptotics for score tests in exponential family nonlinear models

Journal of Statistical Computation and Simulation

Volumn 59, Issue 2, 1997, Pages 179-194

  Ferrari, Silvia L P ^a   Uribe Opazo, Miguel A ^b   Cribari Neto, Francisco ^c  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b UNIVERSIDADE ESTADUAL DO OESTE DO PARANÁ   (Brazil)

^c SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Asymptotic expansion; Bartlett type correction; Chi squared distribution; Cornish Fisher expansion; Edgeworth expansion; Exponential family; Generalised linear models; Nonlinear models; Score test

Indexed keywords

EID: 0009244839     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659708811854     Document Type: Article

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