کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1154086 | 958370 | 2006 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: An improved likelihood ratio test for varying dispersion in exponential family nonlinear models An improved likelihood ratio test for varying dispersion in exponential family nonlinear models](/preview/png/1154086.png)
چکیده انگلیسی
This paper considers the issue of testing for varying dispersion in exponential family nonlinear models. We obtain a Bartlett correction to the modified profile likelihood ratio test given by Wei et al. [Testing for varying dispersion in exponential family nonlinear models. Ann. Inst. Statist. Math. 50 (1998) 277–294.]. Our results generalize those in Ferrari et al. [An improved test for heteroskedasticity using adjusted modified profile likelihood-inference. J. Statist. Plann. Inf. 124 (2004) 423–4376.] which are confined to normal linear regression models. Our numerical results show that the corrected test we propose displays reliable finite sample behavior and outperforms the ordinary and the modified profile likelihood ratio tests.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 76, Issue 3, 1 February 2006, Pages 255–265
Journal: Statistics & Probability Letters - Volume 76, Issue 3, 1 February 2006, Pages 255–265
نویسندگان
Audrey H.M.A. Cysneiros, Silvia L.P. Ferrari,