Bartlett-type modification for Rao’s efficient score statistic. (English) Zbl 0712.62013
Summary: This paper suggests simple Bartlett-type modifications for a wide class of test statistics that include in particular the efficient score and the likelihood ratio statistics.
MSC:
| 62E17 | Approximations to statistical distributions (nonasymptotic) |
Keywords:
multivariate Edgeworth expansion; Rao’s statistic; Bartlett-type modifications; efficient score; likelihod ratio statisticsReferences:
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