Results 1 to 10 of about 6,739,422 (290)

Rao and Wald Tests for Nonhomogeneous Scenarios [PDF]

open access: yesSensors, 2012
In this paper, we focus on the design of adaptive receivers for nonhomogeneous scenarios. More precisely, at the design stage we assume a mismatch between the covariance matrix of the noise in the cell under test and that of secondary data.
Danilo Orlando   +2 more
exaly   +6 more sources

Wald tests of singular hypotheses

open access: yesBernoulli, 2016
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.
Mathias Drton, Han Xiao
exaly   +5 more sources

Analysis on Indonesia's beef import

open access: yesEconomic Journal of Emerging Markets, 2016
This research aims to analyze the effect of imported beef price, per capita income (GDP), and domestic beef price toward the volume of Indonesia's beef import within the period of 1998-2014 by using Error Correction Model (ECM) analysis method.
Ari Rudatin
doaj   +13 more sources

How to use χ2 test correctly——the Wald΄s test and the implementation of SAS software

open access: yesSichuan jingshen weisheng, 2021
The purpose of this article was to introduce the Wald΄s test and the SAS implementation. The specific contents involved the following nine aspects, namely the general Wald΄s test,the robust Wald΄s test,the constrained Wald΄s χ2 test,the generalized Wald ...
Hu Chunyan, Hu Liangping
doaj   +1 more source

The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties

open access: yesMathematics, 2023
This study is intended as a note and provides an extension to a much-used and established test for portfolio efficiency, the Gibbons, Ross, and Shanken GRS-Wald test.
Pankaj Agrrawal
doaj   +1 more source

INVERSE GAUSSIAN REGRESSION MODELING AND ITS APPLICATION IN NEONATAL MORTALITY CASES IN INDONESIA

open access: yesBarekeng, 2022
Inverse Gaussian Regression (IGR) is a suitable model for modeling positively skewed response data, which follows the inverse Gaussian distribution. The IGR model was formed from the Generalized Linear Models (GLM).
M. Fathurahman
doaj   +1 more source

Generalised Score and Wald Tests [PDF]

open access: yesAdvances in Decision Sciences, 2010
The generalised score and Wald tests are described and related to their nongeneralised versions. Two interesting applications are discussed. In the first a new test for the Behrens-Fisher problem is derived. The second is testing homogeneity of variances from multiple univariate normal populations.
Paul Rippon, John C. W. Rayner
openaire   +2 more sources

A Tutorial on Testing the Equality of Standardized Regression Coefficients in Structural Equation Models using Wald Tests with lavaan [PDF]

open access: yesTutorials in Quantitative Methods for Psychology, 2020
Comparing the effects of two or more explanatory variables on a dependent variable in structural equation models, with either manifest or latent variables, may be hampered by the arbitrary metrics which are common in social sciences and psychology.
Klopp, Eric
doaj   +1 more source

On the Formulation of Wald Tests of Nonlinear Restrictions [PDF]

open access: yesEconometrica, 1988
Summary: This paper utilizes asymptotic expansions of the Edgeworth type to investigate alternative forms of the Wald test of nonlinear restrictions. Some formulae for the asymptotic expansion of the distribution of the Wald statistic are provided for a general case that should include most econometric applications. When specialized to the simple cases
Phillips, Peter C B, Park, Joon Y
openaire   +2 more sources

Robust Statistical Inference in Generalized Linear Models Based on Minimum Renyi’s Pseudodistance Estimators

open access: yesEntropy, 2022
Minimum Renyi’s pseudodistance estimators (MRPEs) enjoy good robustness properties without a significant loss of efficiency in general statistical models, and, in particular, for linear regression models (LRMs). In this line, Castilla et al.
María Jaenada, Leandro Pardo
doaj   +1 more source

Home - About - Disclaimer - Privacy