Improved Lagrange multiplier test for heteroskedasticity (1995)
- Authors:
- Autor USP: FERRARI, SILVIA LOPES DE PAULA - IME
- Unidade: IME
- DOI: 10.1080/03610919508813228
- Assunto: 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, F; 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 - Generalized Bartlett correction
- Bartlett and Bartlett-type corrections for testing linear restrictions
- Second order asymptotics for score tests in generalized linear models
- Second order asymptotics for score tests in exponential family nonlinear models
- General method for approximating to the distribution of some statistics
- Bartlett-type corrections for some score tests in proper dispersion models
- A note on Bartlett-type correction for the first few moments of test statistics
- On bootstrap and analytical bias corrections
- Corrected modified profile likelihood heteroskedasticity tests
- On the robustness of analytical and bootstrap corrections to score tests in regression models
Informações sobre o DOI: 10.1080/03610919508813228 (Fonte: oaDOI API)
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