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Parameterisation-invariant versions of Wald tests

open access: yes, 1999
Although Wald tests form one of the major classes of hypothesis tests, they suffer from the well-known major drawback that they are not invariant under reparameterisation. This thesis uses the differential-geometric concept of a yoke to introduce one-parameter families of geometric Wald statistics, which are parameterisation-invariant statistics in the
openaire   +1 more source

A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model [PDF]

open access: yes
In this paper we propose a bootstrap version of the Wald test for cointegration in a single-equation conditional error correction model. The multivariate sieve bootstrap is used to deal with dependence in the series. We show that the introduced bootstrap
Palm, Franz C.   +2 more
core   +1 more source

Demographic and genetic factors shape the epitope specificity of the human antibody repertoire against viruses. [PDF]

open access: yesNat Immunol
Olin A   +23 more
europepmc   +1 more source

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