On the Differential Geometry of the Wald Test with Nonlinear Restrictions (Q4895063): Difference between revisions

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Revision as of 17:55, 5 March 2024

scientific article; zbMATH DE number 934157
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English
On the Differential Geometry of the Wald Test with Nonlinear Restrictions
scientific article; zbMATH DE number 934157

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    On the Differential Geometry of the Wald Test with Nonlinear Restrictions (English)
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    13 October 1996
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    score statistics
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    Fisher geodesic statistic
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    differential geometry
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    finite sample lack of invariance
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    Wald statistic
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    reparametrizations
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    invariant test
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    geodesic distances
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    curved manifolds
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    testing nonlinear restrictions
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    general linear model
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    likelihood ratio statistics
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