메뉴 건너뛰기




Volumn 62, Issue 1-2, 1998, Pages 123-136

A formula to improve score test statistics

Author keywords

Asymptotic expansion; Bartlett correction; Bartlett type correction; Chi squared distribution; Monotone transformation; Score test statistic

Indexed keywords


EID: 0032279066     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659808811928     Document Type: Article
Times cited : (20)

References (16)
  • 3
    • 0002269379 scopus 로고
    • Asymptotic expansions of perturbed chi-square variables
    • Chandra, T. K. (1985) Asymptotic expansions of perturbed chi-square variables, Sankhya A, 47, 100-10.
    • (1985) Sankhya A , vol.47 , pp. 100-110
    • Chandra, T.K.1
  • 4
    • 0000351247 scopus 로고
    • Bartlett-type modification for Rao's efficient score statistic
    • Chandra, T. K. and Mukerjee, R. (1991) Bartlett-type modification for Rao's efficient score statistic, Journal of Multivariate Analalysis, 36, 103-112.
    • (1991) Journal of Multivariate Analalysis , vol.36 , pp. 103-112
    • Chandra, T.K.1    Mukerjee, R.2
  • 6
    • 0000355295 scopus 로고
    • Some aspects of conditional and asymptotic inference: A review
    • Cox, D. R. (1988) Some aspects of conditional and asymptotic inference: a review, Sankhya A, 50, 105-114.
    • (1988) Sankhya A , vol.50 , pp. 105-114
    • Cox, D.R.1
  • 8
    • 0030675010 scopus 로고    scopus 로고
    • A method for improving the large-sample chi-squared approximations to some multivariate test statistics
    • Fujikoshi, Y. (1997a) A method for improving the large-sample chi-squared approximations to some multivariate test statistics, American Journal for Mathematical and Management Sciences, 17, 15-29.
    • (1997) American Journal for Mathematical and Management Sciences , vol.17 , pp. 15-29
    • Fujikoshi, Y.1
  • 10
    • 0030642413 scopus 로고    scopus 로고
    • Improvement on chi-squared approximation by monotone transformation
    • Fujisawa, H. (1997) Improvement on chi-squared approximation by monotone transformation, Journal of Multivariate Analysis, 60, 84-89.
    • (1997) Journal of Multivariate Analysis , vol.60 , pp. 84-89
    • Fujisawa, H.1
  • 11
    • 0000034865 scopus 로고
    • An asymptotic expansion for the null distribution of the efficient score statistic
    • Harris, P. (1985) An asymptotic expansion for the null distribution of the efficient score statistic, Biometrika, 72, 653-9.
    • (1985) Biometrika , vol.72 , pp. 653-659
    • Harris, P.1
  • 12
    • 51249187753 scopus 로고
    • The new test criterion for homogeneity of parameters of several populations
    • Hayakawa, T. (1976) The new test criterion for homogeneity of parameters of several populations, Annals of the Institute of Statistical Mathematics A, 28, 309-28.
    • (1976) Annals of the Institute of Statistical Mathematics A , vol.28 , pp. 309-328
    • Hayakawa, T.1
  • 13
    • 0000536830 scopus 로고    scopus 로고
    • Higher order monotone Bartlett-type adjustment for some multivariate test statistics
    • Kakizawa, Y. (1996) Higher order monotone Bartlett-type adjustment for some multivariate test statistics, Biometrika, 83, 923-927.
    • (1996) Biometrika , vol.83 , pp. 923-927
    • Kakizawa, Y.1
  • 14
    • 0000486327 scopus 로고
    • A generalized method for approximating to the distribution of the likelihood ratio criteria
    • Lawley, D. N. (1956) A generalized method for approximating to the distribution of the likelihood ratio criteria. Biometrika, 43, 295-303.
    • (1956) Biometrika , vol.43 , pp. 295-303
    • Lawley, D.N.1
  • 15
    • 38249012986 scopus 로고
    • Parametric orthogonality and a Bartlett-type modification for Rao's statistic in the presence of a nuisance parameter
    • Mukerjee, R. (1992) Parametric orthogonality and a Bartlett-type modification for Rao's statistic in the presence of a nuisance parameter, Statistics and Probability Letters, 13, 397-400.
    • (1992) Statistics and Probability Letters , vol.13 , pp. 397-400
    • Mukerjee, R.1
  • 16
    • 0001638264 scopus 로고
    • Third-order asymptotic properties of a class of test statistics under a local alternative
    • Taniguchi, M. (1991) Third-order asymptotic properties of a class of test statistics under a local alternative. Journal of Multivariate Analysis, 37, 223-238.
    • (1991) Journal of Multivariate Analysis , vol.37 , pp. 223-238
    • Taniguchi, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.