Parametrization-invariant Wald tests

PV Larsen; Peter Edmund Jupp

Parametrization-invariant Wald tests

Applied Mathematics

Research output: Other contribution

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 language	English
Volume	9
Publication status	Published - Feb 2003

Keywords

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

Cite this

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title = "Parametrization-invariant Wald tests",

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.",

keywords = "expected geometry, generalized Bartlett correction, observed geometry, parametrization-invariance, Wald statistic, yoke, PREFERRED POINT GEOMETRY, NONLINEAR RESTRICTIONS, DIFFERENTIAL GEOMETRY",

author = "PV Larsen and Jupp, {Peter Edmund}",

note = "Bernoulli",

year = "2003",

month = feb,

language = "English",

volume = "9",

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T1 - Parametrization-invariant Wald tests

AU - Larsen, PV

AU - Jupp, Peter Edmund

N1 - Bernoulli

PY - 2003/2

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N2 - 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.

AB - 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.

KW - expected geometry

KW - generalized Bartlett correction

KW - observed geometry

KW - parametrization-invariance

KW - Wald statistic

KW - yoke

KW - PREFERRED POINT GEOMETRY

KW - NONLINEAR RESTRICTIONS

KW - DIFFERENTIAL GEOMETRY

M3 - Other contribution

VL - 9

ER -

Parametrization-invariant Wald tests

Abstract

Keywords

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