Generalized Cordeiro–Ferrari Bartlett-type adjustment
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).
Volume (Year): 82 (2012)
Issue (Month): 11 ()
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- Taniguchi, Masanobu, 1988. "Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes," Journal of Multivariate Analysis, Elsevier, vol. 27(2), pages 494-511, November.
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