Improved Lagrange multiplier test for heteroskedasticity (1995)
- Authors:
- USP affiliated author: FERRARI, SILVIA LOPES DE PAULA - IME
- School: IME
- DOI: 10.1080/03610919508813228
- Subject: INFERÊNCIA ESTATÍSTICA
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Communications in Statistics: Simulation and Computation
- Volume/Número/Paginação/Ano: v.24, n.1 , p.31-44, 1995
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
CRIBARI NETO, Francisco; FERRARI, Sílvia Lopes de Paula. Improved Lagrange multiplier test for heteroskedasticity. Communications in Statistics: Simulation and Computation, Madison, v. 24, n. 1 , p. 31-44, 1995. Disponível em: < https://doi.org/10.1080/03610919508813228 > DOI: 10.1080/03610919508813228. -
APA
Cribari Neto, F., & Ferrari, S. L. de P. (1995). Improved Lagrange multiplier test for heteroskedasticity. Communications in Statistics: Simulation and Computation, 24( 1 ), 31-44. doi:10.1080/03610919508813228 -
NLM
Cribari Neto F, Ferrari SL de P. Improved Lagrange multiplier test for heteroskedasticity [Internet]. Communications in Statistics: Simulation and Computation. 1995 ;24( 1 ): 31-44.Available from: https://doi.org/10.1080/03610919508813228 -
Vancouver
Cribari Neto F, Ferrari SL de P. Improved Lagrange multiplier test for heteroskedasticity [Internet]. Communications in Statistics: Simulation and Computation. 1995 ;24( 1 ): 31-44.Available from: https://doi.org/10.1080/03610919508813228 - An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
- Beta regression
- Improved likelihood inference in generalized linear models
- A note on the local power of the LR, Wald, score and gradient tests
- Size and power properties of some tests in the Birnbaum-Saunders regression model
- Small-sample corrections for score tests in Birnbaum-Saunders regressions
- Improved likelihood inference in beta regression
- Inflated beta distributions
- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
- Third-order asymptotic distributions of classic test statistics for one-parameter exponential family models
Informações sobre o DOI: 10.1080/03610919508813228 (Fonte: oaDOI API)
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