Results 251 to 260 of about 6,739,422 (290)

Generalized Wald Test for Binary Composite Hypothesis Test

IEEE Signal Processing Letters, 2015
This 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, Ali Ghobadzadeh, Aliakbar Tadaion, Saeed Gazor   +3 more
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Wald-type rank tests: A GEE approach

Computational Statistics & Data Analysis, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chunpeng Fan, Donghui Zhang
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Invariance and the Wald test

Journal of Econometrics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On the corrections to the Wald test of non-linear restrictions

Economics Letters, 1993
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Ferrari, Silvia L. de Paula, Cribari-Neto, Francisco   +1 more
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WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE [PDF]

Econometric Theory, 2012
This paper considers the problem of testing for multiple structural changes in the persistence of a univariate time series. We propose sup-Wald tests of the null hypothesis that the process has an autoregressive unit root throughout the sample against the alternative hypothesis that the process alternates between stationary and unit root regimes.
Mohitosh Kejriwal, Pierre Perron, Jing Zhou   +2 more
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Wald tests for direction detection in noise and interference

Multidimensional Systems and Signal Processing, 2017
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Wenjuan Li, Haibo Tong, Kai Li, Yang Yang, Weijian Liu 0001   +4 more
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Wald Tests of Location for Symmetric Nonnormal Data

Biometrical Journal, 2000
Summary: For nonnormal data we suggest a test of location based on a broader family of distributions than normality. Such a test will in a sense fall between the standard parametric and nonparametric tests. We see that the Wald tests based on this family of distributions have some advantages over the score tests and that they perform well in comparison
Carolan, A. M., Rayner, J. C. W.
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Coincidence of the Rao Test, Wald Test, and GLRT in Partially Homogeneous Environment

IEEE Signal Processing Letters, 2008
This letter deals with the problem of detecting a signal known up to a scaling factor in the presence of partially homogeneous Gaussian disturbance with unknown covariance matrix. It is proved that the Rao test and the Wald test coincide with the generalized likelihood ratio test (GLRT) previously derived. Otherwise stated, the Rao test, the Wald test,
DE MAIO, ANTONIO, S. Iommelli
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Exploration of the MCMC Wald test with linear regression

Behavior Research Methods
Recently, Asparouhov and Muthén Structural Equation Modeling: A Multidisciplinary Journal, 28, 1-14, (2021a, 2021b) proposed a variant of the Wald test that uses Markov chain Monte Carlo machinery to generate a chi-square test statistic for frequentist inference.
Michael P. Woller, Craig K. Enders
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On A. Wald’s Test Comparing Two Normal Samples

Theory of Probability & Its Applications, 1964
The well known Wald test comparing the means of two normal samples with unequal variances is of the form: $|{{\bar x - \bar y} / {s_2 }}| \geqq \varphi ({{s_1 } / {s_2 }})$ (critical zone). A. Wald constructed the function $\varphi $ for which the test is approximately similar with respect to $\sigma _1 $ and $\sigma _2 $.
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