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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.1999.tde-20210729-023957
Document
Author
Full name
Deusélio Bassini Fioresi
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 1999
Supervisor
Title in Portuguese
Correções de Bartlett e Tipo-Bartlett em modelos normais heterocedásticos
Keywords in Portuguese
Pesquisa E Planejamento Estatístico
Abstract in Portuguese
Neste trabalho, nos concentramos em encontrar fatores de correção de Bartlett para a estatística da razão de verossimilhança e tipo-Bartlett para a estatística escore, na classe dos modelos normais heterocedásticos com funções de ligaçãoquaisquer para a média e para o parâmetro de precisão. Apresentamos, também, resultados de simulação e de uma aplicação a um conjunto de dados reais, ilustrando a utilidade dos fatores de correção obtidos em amostras finitas
Title in English
not available
Abstract in English
In this work, we concentrate on finding Bartlett corrections for the likelihood ratio statistic and Bartlett-type corrections for the score statistic in the class of heteroscedastic normal models with any link functions for mean and precisionparameters. We also present simulation results and an application to a set of real data illustrating the finite sample usefulness of the obtained corrections
 
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Publishing Date
2021-07-29
 
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