Bartlett-type modification for Rao's efficient score statistic

Tapas K. Chandra and Rahul Mukerjee

Journal of Multivariate Analysis, 1991, vol. 36, issue 1, 103-112

Abstract: 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.

Keywords: Bartlett-type; modification; multivariate; Edgeworth; expansion; likelihood; ratio; statistic; Rao's; statistic (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (11)

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