A modified score test statistic having chi-squared distribution to order n−1
作者： GAUSS M. CORDEIRO , SILVIA L. DE PAULA FERRARI
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摘要: SUMMARY We give a general modified score test statistic whose nuil distribution is chi-squared to order n-1, where n the sample size. The depends on joint cumulants of log likelihood derivatives for full data. Some applications are discussed. Following Cox & Reid (1987a) we also derive formula Bartlett-type corrections improve statistics null asymptotic distributions chi-squared.
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