关于Bartlett调整计算的一个注记

A Note on the Calculation of Bartlett Adjustments

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1986
被引 35
ABS 4

中文导读

提出一种计算Bartlett调整的数值方法,适用于一种参数化下对数似然导数的累积量易求、而待检假设在另一种参数化下为线性的情形,便于在类似GLIM的统计软件中实现。

Abstract

SUMMARY We describe, for the numerical calculation of Bartlett adjustments, a method which may be of use when the cumulants of the log likelihood derivatives are easy to determine in one parametrization while the hypotheses to be tested are all linear in some other parametrization. The method relies on the cartesian tensorial nature of those cumulants and should be particularly convenient in connection with statistical packages with structure similar to GLIM.

统计学数值计算似然推断