Corrected modified profile likelihood heteroskedasticity tests (2002)
- Authors:
- USP affiliated authors: FERRARI, SILVIA LOPES DE PAULA - IME
- Unidades: IME
- DOI: 10.1016/s0167-7152(02)00087-1
- Subjects: HETEROSCEDASTICIDADE
- Language: Inglês
- Source:
- Título do periódico: Statistics and Probability Letters
- Volume/Número/Paginação/Ano: v. 57, n. 4, p. 353-361, 2002
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
FERRARI, Sílvia Lopes de Paula; CRIBARI NETO, Francisco. Corrected modified profile likelihood heteroskedasticity tests. Statistics and Probability Letters[S.l.], v. 57, n. 4, p. 353-361, 2002. Disponível em: < https://doi.org/10.1016/s0167-7152(02)00087-1 > DOI: 10.1016/s0167-7152(02)00087-1. -
APA
Ferrari, S. L. de P., & Cribari Neto, F. (2002). Corrected modified profile likelihood heteroskedasticity tests. Statistics and Probability Letters, 57( 4), 353-361. doi:10.1016/s0167-7152(02)00087-1 -
NLM
Ferrari SL de P, Cribari Neto F. Corrected modified profile likelihood heteroskedasticity tests [Internet]. Statistics and Probability Letters. 2002 ; 57( 4): 353-361.Available from: https://doi.org/10.1016/s0167-7152(02)00087-1 -
Vancouver
Ferrari SL de P, Cribari Neto F. Corrected modified profile likelihood heteroskedasticity tests [Internet]. Statistics and Probability Letters. 2002 ; 57( 4): 353-361.Available from: https://doi.org/10.1016/s0167-7152(02)00087-1 - Second order asymptotics for score tests in exponential family nonlinear models
- Second order asymptotics for score tests in exponential family nonlinear models
- Bartlett-type corrections for some score tests in proper dispersion models
- Improved Lagrange multiplier test for heteroskedasticity
- Second order asymptotics for score tests in generalized linear models
- Corrected maximum likelihood estimation in a class os symmetric nonlinear regression models. [Disponivel também em : http://www.elsevier.nl/locate/stapro]
- On the robustness of analytical and bootstrap corrections to score tests in regression models
- General method for approximating to the distribution of some statistics
- Generalized Bartlett correction
- Bartlett and Bartlett-type corrections for testing linear restrictions
Informações sobre o DOI: 10.1016/s0167-7152(02)00087-1 (Fonte: oaDOI API)
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