This cumulative working paper contains the unified joint research completed so far on monetary aggregation under risk, including the extension of index number theory needed to incorporate adjustments for risk into the rate structure, experiments on tracking ability of the unadjusted index, and...

In this paper we derive second- and third-order bias-corrected maximum likelihood estimates in general uniparametric models. We compare the corrected estimates and the usual maximum likelihood estimate in terms of their mean squared errors. We also obtain closed-form expressions for...

Under suitable regularity conditions, an improved score test was derived by Cordeiro and Ferrari (1991). The test is based on a corrected score statistic which has a chi-squared distribution to order n-1 under the null hypothesis, where n is the sample size. In this paper we follow their...

This paper considers the issue of testing for the constancy of variances in linear regression models. We obtain a Bartlett correction to the modified profile likelihood ratio test proposed by Simonoff and Tsai (Appl. Statist. 43 (1994) 357) who have used the approach proposed by Cox and Reid (J....