Generalized Cordeiro–Ferrari Bartlett-type adjustment

Yoshihide Kakizawa

Statistics & Probability Letters, 2012, vol. 82, issue 11, 2008-2016

Abstract: The Bartlett-type adjustment is a higher-order asymptotic method for reducing the errors of the chi-squared approximations to the null distributions of various test statistics, which ensures that the resulting test has size α+o(N−1), where 0<α<1 is the significance level and N is the sample size. Recently, Kakizawa (2012) has revisited the Chandra–Mukerjee/Taniguchi adjustments in a unified way, since Chandra and Mukerjee (1991) and Taniguchi (1991b) originally considered the test of the simple null hypothesis, except for Mukerjee (1992). This paper considers a generalization of the adjustment due to Cordeiro and Ferrari (1991).

Keywords: Asymptotic expansion; Bartlett-type adjustment; Chi-squared approximation; Edgeworth expansion (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.06.022

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