An improved likelihood ratio test for varying dispersion in exponential family nonlinear models (2006)
- Authors:
- Autor USP: FERRARI, SILVIA LOPES DE PAULA - IME
- Unidade: IME
- DOI: 10.1016/j.spl.2005.08.010
- Assunto: MODELOS LINEARES GENERALIZADOS
- Language: Inglês
- Imprenta:
- Source:
- Título: Statistics and Probability Letters
- ISSN: 0167-7152
- Volume/Número/Paginação/Ano: v. 76, n. 3, p. 255-265, 2006
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
CYSNEIROS, Audrey Helen Mariz de Aquino e FERRARI, Sílvia Lopes de Paula. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters, v. 76, n. 3, p. 255-265, 2006Tradução . . Disponível em: https://doi.org/10.1016/j.spl.2005.08.010. Acesso em: 02 abr. 2025. -
APA
Cysneiros, A. H. M. de A., & Ferrari, S. L. de P. (2006). An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters, 76( 3), 255-265. doi:10.1016/j.spl.2005.08.010 -
NLM
Cysneiros AHM de A, Ferrari SL de P. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models [Internet]. Statistics and Probability Letters. 2006 ; 76( 3): 255-265.[citado 2025 abr. 02 ] Available from: https://doi.org/10.1016/j.spl.2005.08.010 -
Vancouver
Cysneiros AHM de A, Ferrari SL de P. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models [Internet]. Statistics and Probability Letters. 2006 ; 76( 3): 255-265.[citado 2025 abr. 02 ] Available from: https://doi.org/10.1016/j.spl.2005.08.010 - Corrected score tests for exponential family
- Bartlett corrected tests in student-t regression models
- Correções de Bartlett e tipo-Bartlett em modelos lineares generalizados
- Second order asymptotics for score test in generalised linear models
- Corrigendum to "An improved test for heteroskedasticity using adjusted modified profile likelihood inference" [Journal of Statistical Planning and Inference, v. 124, p. 423-437, 2004]
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
- Improved likelihood inference for the shape parameter in Weibull regression
- On beta regression residuals
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
- A general class of zero-or-one inflated beta regression models
Informações sobre o DOI: 10.1016/j.spl.2005.08.010 (Fonte: oaDOI API)
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