Results 261 to 270 of about 124,411 (298)
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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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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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On the corrections to the Wald test of non-linear restrictions
Economics Letters, 1993zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ferrari, Silvia L. de Paula +1 more
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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.
Chunpeng Fan, Donghui Zhang
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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 +2 more
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Wald tests for direction detection in noise and interference
Multidimensional Systems and Signal Processing, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wenjuan Li +4 more
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Wald Tests of Location for Symmetric Nonnormal Data
Biometrical Journal, 2000Summary: 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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On A. Wald’s Test Comparing Two Normal Samples
Theory of Probability & Its Applications, 1964The 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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Exploration of the MCMC Wald test with linear regression
Behavior Research MethodsRecently, 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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A note on the asymptotic efficiency of the sobel–wald test
Journal of Statistical Planning and Inference, 1981Let X1,X2, … be iid random variables with the pdf f(x,θ)=exp(θx−b(θ)) relative to a σ-finite measure μ, and consider the problem of deciding among three simple hypotheses Hi:θ=θi (1⩽i⩽3) subject to P(accept Hi|θi)=1−α (1⩽i⩽3). A procedure similar to Sobel–Wald procedure is discussed and its asymptotic efficiency as compared with the best nonsequential ...
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