Results 261 to 270 of about 248,275 (303)

Wald-type rank tests: A GEE approach

Computational Statistics & Data Analysis, 2014
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Fan, Chunpeng, Zhang, Donghui
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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 tests of common factor restrictions

Economics Letters, 1986
Abstract 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, 1987
We 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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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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Invariance and the Wald test

Journal of Econometrics, 2001
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Modified Wald test for regression disturbances

Economics Letters, 1997
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Laskar, Mizan R., King, Maxwell L.
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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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A Correction for Local Biasedness of the Wald and Null Wald Tests

Oxford Bulletin of Economics and Statistics, 1999
This paper proposes a procedure to overcome the problem of small‐sample local biasedness of the Wald test of a single restriction. The new test procedure involves finding two critical values, in order to obtain the desired size and local unbiasedness.
Kim‐Leng Goh, Maxwell L. King
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Understanding Wald's Test for Exponential Families

The American Statistician, 1987
Abstract Anomalous behavior of Ward's test for exponential families is explained on the basis of the use of parameter estimates rather than null values in the variance part of the Wald expression. Illustration of the difficulty is made through use of single-parameter situations, albeit multiparameter situations were first cited to bring out the ...
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