Parametrization-invariant Wald tests

Research output: Other contribution

7 Citations (Scopus)

Abstract

Parametrization-invariant versions of Wald statistics are introduced, based on yoke geometry. The construction is illustrated by several examples. In the case of simple null hypotheses, formulae are given for generalized Bartlett corrections of these geometric Wald statistics which bring their null distributions close to their large-sample asymptotic distributions.

Original languageEnglish
Volume9
Publication statusPublished - Feb 2003

Keywords

  • expected geometry
  • generalized Bartlett correction
  • observed geometry
  • parametrization-invariance
  • Wald statistic
  • yoke
  • PREFERRED POINT GEOMETRY
  • NONLINEAR RESTRICTIONS
  • DIFFERENTIAL GEOMETRY

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