On the corrections to information matrix tests
针对信息矩阵检验的有限样本偏差，回顾了Cornish-Fisher修正并提出了Bartlett型修正，通过模拟评估了偏度、峰度、正态性和异方差性检验的表现。
This paper addresses the issue of designing finite-sample corrections to information matrix tests. We review a Cornish-Fisher correction that has been propowed elsewhere and propose an alternative, Bartlett-type correction. Simulation results for skewness, excess kurtosis, normality and heteroskedasticity tests are given.