Results 251 to 260 of about 257,982 (300)

A Reminder of the Fallibility of the Wald Statistic

American Statistician, 1996
Abstract Computer programs often produce a parameter estimate and estimated variance (). Thus it is easy to compute a Wald statistic (- θ0){()}−1/2 to test the null hypothesis θ = θ0. Hauck and Donner and Vaeth have identified situations in which the Wald statistic has poor power.
Mitchell Gail   +2 more
exaly   +2 more sources

On Wald's equation for U-statistical sums

Statistics & Probability Letters, 1999
Let \(X_1,X_2,\ldots ,X_n\) be i.i.d. random variables taking values in some measurable space and \( {\mathcal F}_n\) be the \(\sigma\)-algebra generated by \(X_1,X_2,\ldots ,X_n\). Denote by \(\tau\) a stopping time adapted to \(\{{\mathcal F}_n\}\).
Borovskikh, Yuri V., Weber, Neville C.
openaire   +2 more sources

Extension of the Wald statistic to models with dependent observations

Metrika, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Morales, D.   +3 more
openaire   +1 more source

Generalized Cochran–Wald statistics in combining of experiments

Journal of Statistical Planning and Inference, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hartung, Joachim   +2 more
openaire   +2 more sources

Wald statistic for iiomogeneity of multiple parameters

Communications in Statistics - Theory and Methods, 1999
The paper proposes Wald statistic for testing homogeneity of parameters of k populations and gives the asymptotic expansion of the distribution function under a null hypothesis and of power function of it under contiguous alternatives. It shows that Wald statistic is the same as Nagao's statistic (1973) for testing homogeneity of covariance matrices of
Takesi Hayakawa, Masataka Doi
openaire   +1 more source

Wald statistic for model order selection in superposition models

IEEE Transactions on Signal Processing, 2002
A consistent model selection algorithm is presented for superimposed signal models. The proposed method is motivated by the Wald statistic and reduces the computational complexity of procedures based on the minimum description length (MDL) principle. The procedure is suggested when a noncyclostationary signal model or short data length prevents use of ...
Ashutosh Sabharwal, Lee C. Potter
openaire   +2 more sources

Wald-based spatial scan statistics for cluster detection

Computational Statistics & Data Analysis, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ying Liu, Yawen Liu, Tonglin Zhang
openaire   +3 more sources

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