Results 31 to 40 of about 124,411 (298)

Power comparison among tests for fractional unit roots [PDF]

, 2008
This article compares the asymptotic power properties of the Wald, the Lagrange Multiplier and the Likelihood Ratio test for fractional unit roots. The paper shows that there is an asymptotic inequality between the three tests that holds under fixed ...
Velasco Gómez, Carlos, Lobato, Ignacio N., Velasco, Carlos   +2 more
core   +1 more source

Prevalence, predictors and consequences of gambling on Children in Ghana

BMC Public Health, 2022
Background Gambling is illegal for children in Ghana. However, young people, including children, are increasingly engaged in gambling across the country. Gambling is harmful and poses developmental implications for the youth, including children.
Sylvester Kyei-Gyamfi, Daniel Coffie, Michael Ofori Abiaw, Patience Hayford, Joseph Otchere Martey, Frank Kyei-Arthur   +5 more
doaj   +1 more source

Robustness of Minimum Density Power Divergence Estimators and Wald-type test statistics in loglinear models with multinomial sampling

, 2021
In this paper we propose a new family of estimators, Minimum Density Power Divergence Estimators (MDPDE), as a robust generalization of maximum likelihood estimators (MLE) for the loglinear model with multinomial sampling by using the Density Power ...
Pardo Llorente, Leandro, Martín Apaolaza, Nirian, Calviño Martínez, Aída   +2 more
core   +1 more source

On the Differential Geometry of the Wald Test with Nonlinear Restrictions [PDF]

Econometrica, 1996
We exploit the tools of differential geometry to provide a clear explanation for the finite sample lack of invariance of the Wald statistic to algebraically equivalent reformulations of the null hypothesis. The Wald statistic is shown, in general, to be an improper geometric quantity and hence is not invariant to reparametrizations.
Critchley, Frank, Marriott, Paul, Salmon, Mark   +2 more
openaire   +3 more sources

Garch Model Test Using High-Frequency Data

Mathematics, 2020
This work is devoted to the study of the parameter test for the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. Based on the daily GARCH model, using the parameter estimator obtained by intraday high-frequency data, the adjusted ...
Chunliang Deng, Xingfa Zhang, Yuan Li, Qiang Xiong   +3 more
doaj   +1 more source

Wald test for heteroscedasticity (indirect impact).

, 2022
Wald test for heteroscedasticity (indirect impact).
Mansoor Mushtaq (13994340), Sebastian Saniuk (13994346), Mohammed Aljuaid (10491922), Shabbir Ahmed (5712863), Mochammad Fahlevi (13994343)   +4 more
core   +1 more source

Mortality and re-revision following single-stage and two-stage revision surgery for the management of infected primary hip arthroplasty in England and Wales: data from the National Joint Registry

Bone & Joint Research, 2023
Aims: We compared the risks of re-revision and mortality between two-stage and single-stage revision surgeries among patients with infected primary hip arthroplasty.
Erik Lenguerrand, Michael R. Whitehouse, Andrew D. Beswick, Setor K. Kunutsor, Jason C. J. Webb, Sanchit Mehendale, Martyn Porter, Ashley W. Blom, On behalf of the National Joint Registry for England, Wales, Northern Ireland, the Isle of Man, and the States of Guernsey   +8 more
doaj   +1 more source

Wald test for heteroscedasticity (direct impact).

, 2022
Wald test for heteroscedasticity (direct impact).
Mansoor Mushtaq (13994340), Sebastian Saniuk (13994346), Mohammed Aljuaid (10491922), Shabbir Ahmed (5712863), Mochammad Fahlevi (13994343)   +4 more
core   +1 more source

Cortical fractal dimension predicts disability worsening in Multiple Sclerosis patients

NeuroImage: Clinical, 2021
Background: Fractal geometry measures the morphology of the brain and detects CNS damage. We aimed to assess the longitudinal changes on brain’s fractal geometry and its predictive value for disease worsening in patients with Multiple Sclerosis (MS ...
Eloy Roura, Grégory Maclair, Magí Andorrà, Ferran Juanals, Irene Pulido-Valdeolivas, Albert Saiz, Yolanda Blanco, Maria Sepulveda, Sara Llufriu, Eloy Martínez-Heras, Elisabeth Solana, Elena H Martinez-Lapiscina, Pablo Villoslada   +12 more
doaj   +1 more source

Formulating Wald Tests of Nonlinear Restrictions

Econometrica, 1985
On montre a partir de l'evidence de Monte Carlo que les differences dans la forme fonctionnelle des restrictions non lineaires sont importantes dans les petites tailles d ...
Gregory, Allan W, Veall, Michael R
openaire   +2 more sources