A note on Bartlett-type correction for the first few moments of test statistics

被引：5
|
作者：
Cordeiro, GM
Ferrari, SLP
机构：
[1] Univ Fed Pernambuco, Dept Estatist, BR-50740540 Recife, PE, Brazil
[2] Univ Sao Paulo, Dept Estatist, BR-05315970 Sao Paulo, SP, Brazil
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1998年 / 71卷 / 1-2期
关键词：
Bartlett correction; Bartlett-type correction; chi-squared distribution; method of moments; score statistics;
D O I：
10.1016/S0378-3758(98)00005-6
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The purpose of this paper is to propose a simple method for obtaining Bartlett-type corrections for the first few moments of test statistics which are asymptotically distributed as chi-squared. The method proposed here only requires knowledge of the O(n(-1)) terms of the expansions to such moments. Some applications of our main result are considered. (C) 1998 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：261 / 269
页数：9
相关论文
共 13 条
12