On the Differential Geometry of the Wald Test with Nonlinear Restrictions (Q4895063)
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scientific article; zbMATH DE number 934157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Differential Geometry of the Wald Test with Nonlinear Restrictions |
scientific article; zbMATH DE number 934157 |
Statements
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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