Wald tests of singular hypotheses
From MaRDI portal
Publication:5963494
Abstract: Motivated by the problem of testing tetrad constraints in factor analysis, we study the large-sample distribution of Wald statistics at parameter points at which the gradient of the tested constraint vanishes. When based on an asymptotically normal estimator, the Wald statistic converges to a rational function of a normal random vector. The rational function is determined by a homogeneous polynomial and a covariance matrix. For quadratic forms and bivariate monomials of arbitrary degree, we show unexpected relationships to chi-square distributions that explain conservative behavior of certain Wald tests. For general monomials, we offer a conjecture according to which the reciprocal of a certain quadratic form in the reciprocals of dependent normal random variables is chi-square distributed.
Recommendations
Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3734898 (Why is no real title available?)
- scientific article; zbMATH DE number 472972 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- scientific article; zbMATH DE number 1895095 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 1415984 (Why is no real title available?)
- scientific article; zbMATH DE number 6193681 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- scientific article; zbMATH DE number 3258737 (Why is no real title available?)
- A note on normal functions of normal random variables
- A result of Shepp
- Algebraic factor analysis: tetrads, pentads and beyond
- Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases
- Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
- Causation, prediction, and search
- Learning the structure of linear latent variable models
- Lectures on algebraic statistics
- Likelihood ratio tests and singularities
- Likelihood ratio tests for positivity in polynomial regressions
- Likelihood ratio tests in curved exponential families with nuisance parameters present only under the alternative
- Moments of minors of Wishart matrices
- Normal functions of normal random variables
- On some simple, autoregression-based estimation and identification techniques for ARMA models
- On the Distribution of the Likelihood Ratio
- Quantifying the failure of bootstrap likelihood ratio tests
- Ratios of Normal Variables and Ratios of Sums of Uniform Variables
- Tree cumulants and the geometry of binary tree models
- Trek separation for Gaussian graphical models
Cited in
(10)- Cauchy, normal and correlations versus heavy tails
- scientific article; zbMATH DE number 1895095 (Why is no real title available?)
- Understanding Wald's Test for Exponential Families
- The Exact Distribution of the Wald Statistic
- scientific article; zbMATH DE number 1415984 (Why is no real title available?)
- Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
- Robust inference for mediated effects in partially linear models
- Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures
- Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments
- scientific article; zbMATH DE number 472972 (Why is no real title available?)
This page was built for publication: Wald tests of singular hypotheses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963494)
