On the Differential Geometry of the Wald Test with Nonlinear Restrictions

DOI10.2307/2171963zbMath0856.62005OpenAlexW1999832715WikidataQ115229168 ScholiaQ115229168MaRDI QIDQ4895063

Frank Critchley, Paul Marriott, Mark Salmon

Publication date: 13 October 1996

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/524

zbMATH Keywords

likelihood ratio statisticsWald statisticdifferential geometrycurved manifoldsgeodesic distancesgeneral linear modelinvariant testscore statisticsreparametrizationstesting nonlinear restrictionsfinite sample lack of invarianceFisher geodesic statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Foundations and philosophical topics in statistics (62A01)

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