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Modified Wald tests under nonregular conditions
Journal of Econometrics, 1997zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lütkepohl, Helmut, Burda, Maike M.
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Wald Criteria for Jointly Testing Equality and Inequality Restrictions
Econometrica, 1986We propose a large sample Wald test for sets of equality and inequality constraints on the parameters of a model. The null or the alternative hypothesis may be subject to inequality constraints. The computation of the test statistic is relatively simple.
Kodde, David A, Palm, Franz C
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Robust Wald‐type tests under random censoring
Statistics in Medicine, 2020Randomly censored survival data are frequently encountered in biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to get conclusive inference but the existing likelihood‐based tests, under a fully parametric model, are extremely nonrobust against outliers in ...
Abhik Ghosh +2 more
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The Geometry of the Wald Test [PDF]
, 1990 The issue of the non-invariance of the Wald test under nonlinear reparametrisations of the restrictions under test is studied from a differential geometric viewpoint. Quantities that can be defined in purely geometrical terms are by construction invariant under reparametrisation, and various attempts are made to construct a Wald test out of such ...
Davidson, Russell, Davidson, Russell
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Wald-type rank tests: A GEE approach
Computational Statistics & Data Analysis, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fan, Chunpeng, Zhang, Donghui
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Generalized Wald Test for Binary Composite Hypothesis Test
IEEE Signal Processing Letters, 2015This letter provides a generalization of the well-known Wald test. The proposed generalized Wald test (GWT) is a Separating Function Estimation Test (SFET) which is a type of detector recently introduced for a wide class of composite problems. The test statistics of an SFET is an estimate of a real-valued Separating Function (SF).
Masoud Naderpour +3 more
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Wald tests of common factor restrictions
Economics Letters, 1986Abstract In this letter using Monte Carlo analysis, we investigate the sensitivity of Wald tests to alternative formulations of non-linear common factor restrictions. For there examples considered, there is no one form of the restrictions that performs well over the different parameter settings.
Allan W. Gregory, Michael R. Veall
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WALD TESTS AND SYSTEMS OF STOCHASTIC EQUATIONS
International Economic Review, 1987We have presented several results that enable the applications of Wald tests to systems of stochastic equations where the hypotheses of interest also relate to the parameters in the variance matrix. The chief advantages of our formulation are that the methods can be implemented rather easily since it is only necessary to optimize the usual concentrated
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