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Communications in Statistics - Theory and Methods Volume 31, 2002 - Issue 6
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Original Articles

BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS

Silvia L. P. Ferrari Dept. de Estatística, Universidade de São Paulo, Caixa Postal 66281, São Paulo SP, 05315-970, Brazil
,
Miguel A. Uribe-Opazo Centro de Ciências Exatas e Tecnológicas, Universidade Estadual do Oeste do Paraná, Caixa Postal 711, Cascavel PR, 85814-110, Brazil
&
Gauss M. Cordeiro Dept. de Estatística, Universidade Federal da Bahia, Ondina, Salvador BA, 40170-110, Brazil
Pages 901-924 | Published online: 19 Aug 2006

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  • Lawley , D.N. 1956 . A General Method for Approximating to the Distribution of the Likelihood Ratio Criteria . Biometrika , 71 : 233 – 244 .
  • Harris , P. 1985 . An Asymptotic Expansion for the Null Distribution of the Efficient Score Statistic . Biometrika , 72 : 653 – 659 .
  • Kakizawa , Y. 1996 . Higher Order Monotone Bartlett-Type Adjustment for Some Multivariate Test Statistics . Biometrika , 83 : 923 – 927 .
  • Cordeiro , G.M. , Ferrari , S.L.P. and Cysneiros , A.H.M.A. 1998 . A Formula to Improve Score Test Statistics . J. Statist. Comp. Simul , 62 : 123 – 136 .
  • Ferrari , S.L.P. and Cordeiro , G.M. 1994 . Matrix Formulae for Computing Improved Score Tests . J. Statist. Comp. Simul , 49 : 196 – 206 .
  • Ferrari , S.L.P. , Cordeiro , G.M. , Uribe-Opazo , M.A. and Cribari-Neto , F. 1996 . Improved Score Tests for One-Parameter Exponential Family Models . Statist. Prob. Let , 30 : 61 – 71 .
  • Cox , D.R. and Hinkley , D.V. 1974 . Theoretical Statistics London : Chapman and Hall .
  • Jensen , J.L. 1993 . A Historical Sketch and Some New Results on the Improved Likelihood Ratio Statistic . Scand. J. Statist , 20 : 1 – 15 .
  • Cordeiro , G.M. 1987 . On the Corrections to the Likelihood Ratio Statistics . Biometrika , 74 : 265 – 274 .
  • Johnson , R. , Ladalla , J. and Liu , S.T. 1979 . Differential Relations, in Original Parameters, Which Determine the First Two Moments of the Multiparameter Exponential Family . Ann. Statist. , 7 : 232 – 235 .
  • Cox , D.R. and Reid , N. 1987 . Parameter Orthogonality and Approximate Conditional Inference (with Discussion) . J. R. Statist. Soc. B , 49 : 1 – 39 .
  • Abramowitz , M. and Stegun , I.R. 1970 . Handbook of Mathematical Functions Washington, D.C. : National Bureau of Standards .
  • Doornik , J.A. 2001 . Object-Oriented Matrix Programming Using Ox, , 4th Ed. London : Timberlake Consultants and Oxford . http://www.nuff.ox.ac.uk/Users/Doornik/

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