Alternative forms of the wald test: how long is a piece of string?

DOI10.1080/03610928808829771zbMATH Open0696.62074OpenAlexW2072040544MaRDI QIDQ3473047FDOQ3473047

Authors:

Publication date: 1988

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829771

zbMATH Keywords

invarianceWald test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cited In (13)

• Modified Wald tests for non-linear restrictions: A cautionary tale
• Hypothesis testing based on a vector of statistics
• On the corrections to the Wald test of nonlinear restrictions
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Invariance and the Wald test
• Modified Wald tests under nonregular conditions
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• Testing for nonzero impulse responses in vector autoregressive processes
• Maximal invariant likelihood based testing of semi-linear models
• Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
• On Wald tests for globally and locally quadratic restrictions
• A Wald-type test of quadratic parametric restrictions
• Nonlinear models, rescaling and test invariance

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