Results 11 to 20 of about 124,411 (298)
Rao and Wald Tests for Nonhomogeneous Scenarios [PDF]
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.
Chengpeng Hao +2 more
exaly +6 more sources
Wald Test Formulations in DIF Detection of CDM Data with the Proportional Reasoning Test [PDF]
This study aims to conduct differential item functioning analyses in the context of cognitive diagnosis assessments using various formulations of the Wald test. In implementing the Wald test, two scenarios are considered: one where the underlying reduced
Ragıp Terzi +2 more
doaj +2 more sources
Efficient Wald Tests for Fractional Unit Roots [PDF]
In this article we introduce efficient Wald tests for testing the null hypothesis of unit root against the alternative of fractional unit root. In a local alternative framework, the proposed tests are locally asymptotically equivalent to the optimal Robinson (1991, 1994a) Lagrange Multiplier tests.
Velasco Gómez, Carlos +1 more
openaire +6 more sources
Wald tests of singular hypotheses
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
exaly +5 more sources
Analysis on Indonesia's beef import
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
A Monte Carlo Study of an Iterative Wald Test Procedure for DIF Analysis [PDF]
Mengyang Cao, Louis Tay
exaly +2 more sources
How to use χ2 test correctly——the Wald΄s test and the implementation of SAS software
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
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
Generalised Score and Wald Tests [PDF]
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
INVERSE GAUSSIAN REGRESSION MODELING AND ITS APPLICATION IN NEONATAL MORTALITY CASES IN INDONESIA
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

