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Improved chi-squared tests for a composite hypothesis

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  • Kakizawa, Yoshihide
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    Abstract

    The Bartlett-type adjustment is a higher-order asymptotic method for improving the chi-squared approximation to the null distributions of various test statistics. Though three influential papers were published in 1991—Chandra and Mukerjee (1991) [8], Cordeiro and Ferrari (1991) [12] and Taniguchi (1991) [36] in alphabetical order, the only CF-approach has been frequently applied in the literature during the last two decades, provided that asymptotic expansion for the null distribution of a given test statistic is available. Revisiting the CM/T-approaches developed in the absence of a nuisance parameter, this paper suggests general adjustments for a class of test statistics that includes, in particular, the likelihood ratio, Rao’s and Wald’s test statistics in the presence of a nuisance parameter.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 107 (2012)
    Issue (Month): C ()
    Pages: 141-161

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    Handle: RePEc:eee:jmvana:v:107:y:2012:i:c:p:141-161

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    Keywords: Asymptotic expansion; Bartlett-type adjustment; Chi-squared approximation; Composite hypothesis; Nuisance parameter;

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    Cited by:
    1. Kakizawa, Yoshihide, 2012. "Generalized Cordeiro–Ferrari Bartlett-type adjustment," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2008-2016.

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