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math.ST2012
Gradient statistic: higher-order asymptotics and Bartlett-type correction
Tiago M. Vargas, Silvia L. P. Ferrari, Artur J. Lemonte
We obtain an asymptotic expansion for the null distribution function of thegradient statistic for testing composite null hypotheses in the presence of nuisance parameters. The expa…
math.ST2012
Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
Tatiane F. N. Melo, Silvia L. P. Ferrari, Alexandre G. Patriota
In this paper, we develop modified versions of the likelihood ratio test for multivariate heteroskedastic errors-in-variables regression models. The error terms are allowed to foll…