A proof of independent Bartlett correctability of nested likelihood ratio tests
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DOI: 10.1007/BF00052322
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References listed on IDEAS
- Cordeiro, Gauss M., 1993. "General matrix formulae for computing Bartlett corrections," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 11-18, January.
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Cited by:
- Fernández, Carmen & Osiewalski, Jacek & Steel, Mark F. J., 2001.
"Robust Bayesian Inference on Scale Parameters,"
Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 54-72, April.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Other publications TiSEM 7ac8a9cf-881f-4009-8308-7, Tilburg University, School of Economics and Management.
- Carmen Fernandez & Jacek Osiewalski & Mark F J Steel, 1996. "Robust Bayesian inference on scale parameters," Edinburgh School of Economics Discussion Paper Series 25, Edinburgh School of Economics, University of Edinburgh.
- Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "Robust Bayesian Inference on Scale Parameters," Discussion Paper 1996-65, Tilburg University, Center for Economic Research.
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Keywords
Likelihood ratio test; Bartlett correction; nested hypotheses; component likelihood ratio statistic;All these keywords.
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