Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models (2008)
- Authors:
- Autor USP: FERRARI, SILVIA LOPES DE PAULA - IME
- Unidade: IME
- DOI: 10.1016/j.spl.2008.05.009
- Assunto: INFERÊNCIA PARAMÉTRICA
- Language: Inglês
- Imprenta:
- Source:
- Título: Statistics & Probability Letters
- ISSN: 0167-7152
- Volume/Número/Paginação/Ano: v. 78, v. 17, p. 3049-3057, 2008
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
FERRARI, Sílvia Lopes de Paula e CYSNEIROS, Audrey Helen Mariz de Aquino. Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models. Statistics & Probability Letters, v. 17, p. 3049-3057, 2008Tradução . . Disponível em: https://doi.org/10.1016/j.spl.2008.05.009. Acesso em: 18 jan. 2026. -
APA
Ferrari, S. L. de P., & Cysneiros, A. H. M. de A. (2008). Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models. Statistics & Probability Letters, 17, 3049-3057. doi:10.1016/j.spl.2008.05.009 -
NLM
Ferrari SL de P, Cysneiros AHM de A. Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models [Internet]. Statistics & Probability Letters. 2008 ; 17 3049-3057.[citado 2026 jan. 18 ] Available from: https://doi.org/10.1016/j.spl.2008.05.009 -
Vancouver
Ferrari SL de P, Cysneiros AHM de A. Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models [Internet]. Statistics & Probability Letters. 2008 ; 17 3049-3057.[citado 2026 jan. 18 ] Available from: https://doi.org/10.1016/j.spl.2008.05.009 - Improved heteroscedasticity-consistent covariance matrix estimators
- Improved likelihood inference in generalized linear models
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
- Diagnostic tools in beta regression with varying dispersion
- Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
- Improved profile likelihood inference
- Testing inference in accelerated failure time models
- Box–Cox elliptical distributions with application
- New results on truncated elliptical distributions
- Size and power properties of some tests in the Birnbaum-Saunders regression model
Informações sobre o DOI: 10.1016/j.spl.2008.05.009 (Fonte: oaDOI API)
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
