AbstractIt is well known that Bartlett adjustment yields an improvement on the chi-squared approximations to the likelihood ratio test statistics. However, it is not possible to obtain such an improvement for some test statistics. Typical examples are the score test statistic and Hotelling'sT2-statistic. The purpose of the present paper is to give a general method for improving on the chi-squared approximation. The method suggested is based on a monotone transformation
We study the problem of testing for equality at a flxed point in the setting of nonparametric estima...
This paper proposes an empirical likelihood inference method for monotone index models. We construct...
AbstractWe consider a class of statistics Cφ based on φ-divergence for the test of independence in r...
AbstractIt is well known that Bartlett adjustment yields an improvement on the chi-squared approxima...
AbstractSuppose that a nonnegative statistic T is asymptotically distributed as a chi-squared distri...
AbstractThe Bartlett-type adjustment is a higher-order asymptotic method for improving the chi-squar...
In this paper, we propose a likelihood ratio test statistic for the monotone rank estimators on the ...
Suppose that a statistic $S$ is asymptotically distributed as a distribution function $G(x)$ as some...
Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically chi (2) distribu...
This paper suggests simple Bartlett-type modifications for a wide class of test statistics that incl...
Standard inference procedures for the Cox model involve maximizing the partial likelihood function. ...
Abstract. Suppose that a statistic S is asymptotically distributed as a distri-bution function G(x) ...
Despite the fact that it is not correct to speak of Bartlett corrections in the case of non-stationa...
AbstractThis paper suggests simple Bartlett-type modifications for a wide class of test statistics t...
The expected value is computed for a statistic which is used to test that a specified unit vector is...
We study the problem of testing for equality at a flxed point in the setting of nonparametric estima...
This paper proposes an empirical likelihood inference method for monotone index models. We construct...
AbstractWe consider a class of statistics Cφ based on φ-divergence for the test of independence in r...
AbstractIt is well known that Bartlett adjustment yields an improvement on the chi-squared approxima...
AbstractSuppose that a nonnegative statistic T is asymptotically distributed as a chi-squared distri...
AbstractThe Bartlett-type adjustment is a higher-order asymptotic method for improving the chi-squar...
In this paper, we propose a likelihood ratio test statistic for the monotone rank estimators on the ...
Suppose that a statistic $S$ is asymptotically distributed as a distribution function $G(x)$ as some...
Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically chi (2) distribu...
This paper suggests simple Bartlett-type modifications for a wide class of test statistics that incl...
Standard inference procedures for the Cox model involve maximizing the partial likelihood function. ...
Abstract. Suppose that a statistic S is asymptotically distributed as a distri-bution function G(x) ...
Despite the fact that it is not correct to speak of Bartlett corrections in the case of non-stationa...
AbstractThis paper suggests simple Bartlett-type modifications for a wide class of test statistics t...
The expected value is computed for a statistic which is used to test that a specified unit vector is...
We study the problem of testing for equality at a flxed point in the setting of nonparametric estima...
This paper proposes an empirical likelihood inference method for monotone index models. We construct...
AbstractWe consider a class of statistics Cφ based on φ-divergence for the test of independence in r...
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