New PDF release: An Introduction to Bartlett Correction and Bias Reduction

By Gauss M. Cordeiro, Francisco Cribari-Neto

ISBN-10: 3642552544

ISBN-13: 9783642552540

ISBN-10: 3642552552

ISBN-13: 9783642552557

This e-book provides a concise advent to Bartlett and Bartlett-type corrections of statistical checks and bias correction of element estimators. The underlying suggestion in the back of either teams of corrections is to procure better accuracy in small samples. whereas the main target is on corrections that may be analytically derived, the authors additionally current substitute recommendations for bettering estimators and checks in accordance with bootstrap, a knowledge resampling method and talk about concrete purposes to a number of vital statistical models.

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Extra info for An Introduction to Bartlett Correction and Bias Reduction

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Performance of a Bartlett-type modification for the deviance. Journal of Statistical Computation and Simulation, 51, 385–403. Cordeiro, G. , Aubin, E. C. , & Ferrari, S. L. P. (1995). Bartlett corrections for one-parameter exponential family models. Journal of Statistical Computation and Simulation, 53, 211–231. Cordeiro, G. , & Paula, G. A. (1989). Improved likelihood ratio statistics for exponential family nonlinear models. Biometrika, 76, 93–100. Cordeiro, G. , Paula, G. , & Botter, D. A. (1994).

Hayakawa, T. (1977). The likelihood ratio criterion and the asymptotic expansion of its distribution. Annals of the Institute of Statistical Mathematics, 29, 359–378. -H. (1986). Finite sample properties and asymptotic efficiency of Monte Carlo tests. Annals of Statistics, 14, 336–347. Lawley, D. N. (1956). A general method for approximating to the distribution of the likelihood ratio criteria. Biometrika, 71, 233–244. Lemonte, A. , & Cordeiro, G. M. (2009). Birnbaum–Saunders nonlinear regression models.

6) is thereby avoided. For GLMs with closed-form expressions for Z , it is possible to obtain simpler expressions for ε p . This formula for ε p is very important to derive corrected LR tests for these models. It can be applied to several special cases of GLMs as discussed by Cordeiro (1983, 1987). Consider now a partition of the p × 1 vector β = (β1∈ , β2∈ )∈ of the linear parameters of the GLM, where β1 = (β1 , . . , βq )∈ and β2 = (βq+1 , . . , β p )∈ for q ∞ p, and an induced partition of the model matrix as X = (X 1 , X 2 ).

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An Introduction to Bartlett Correction and Bias Reduction by Gauss M. Cordeiro, Francisco Cribari-Neto


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