Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models

Bartlett and Bartlett-type corrections in heteroscedastic symmetric nonlinear regression models

Abstract This paper provides general expressions for Bartlett and Bartlett-type correction factors for the likelihood ratio and gradient statistics to test the dispersion parameter vector in heteroscedastic symmetric nonlinear models. This class of regression models is potentially useful to model da...

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Bibliographic Details
Main Authors: MARIANA C. ARAÚJO, AUDREY H.M.A. CYSNEIROS, MONTENEGRO. CYSNEIROS
Format: Article
Language:English
Published: Academia Brasileira de Ciências 2022-11-01
Series:Anais da Academia Brasileira de Ciências
Subjects:
Bartlett corrections
Bartlett-type corrections
bootstrap
gradient test
large-sample test statistics
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652022000700302&lng=en&tlng=en

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