Bartlett-type modification for Rao's efficient score statistic

This paper suggests simple Bartlett-type modifications for a wide class of test statistics that includes in particular the efficient score and the likelihood ratio statistics.

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Year of publication:	1991
Authors:	Chandra, Tapas K. ; Mukerjee, Rahul
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 36.1991, 1, p. 103-112
Publisher:	Elsevier
Keywords:	Bartlett-type modification multivariate Edgeworth expansion likelihood ratio statistic Rao's statistic

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006469