Higher-order Bartlett-type adjustment
作者： Yoshihide Kakizawa
DOI: 10.1016/S0378-3758(97)00051-7
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摘要: Abstract This paper deals with Bartlett-type adjustment which makes all the terms up to order n−k in asymptotic expansion vanish, where k is an integer ⩾ 1 and n depends on sample size. Extending Cordeiro Ferrari (1991, Biometrika, 78, 573–582) for case of = 1, we derive a general formula kth-order test statistic whose distribution given by finite linear combination chi-squared suitable degrees freedom. Two examples second-order are given. We also elucidate connection between Cornish-Fisher expansion.
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