This paper provides general expressions for Bartlett and Bartlett-type correction factors for the likelihood ratio and gradient statistics to test the dispersion parameter vector in heteroscedastic symmetric nonlinear models. This class of regression models is potentially useful to model data containing outlying observations. Furthermore, we develop Monte Carlo simulations to compare size and power of the proposed corrected tests to the original likelihood ratio, score, gradient tests, corrected score test, and bootstrap tests.
View Article and Find Full Text PDFThe transmuted family of distributions has been receiving increased attention over the last few years. In this paper, we generalize the Marshall-Olkin extended Lomax distribution using the quadratic rank transmutation map to obtain the transmuted Marshall-Olkin extended Lomax distribution. Several properties of the new distribution are discussed including the hazard rate function, ordinary and incomplete moments, characteristic function and order statistics.
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