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The Geometry of the Wald Test [PDF]

, 1990
The issue of the non-invariance of the Wald test under nonlinear reparametrisations of the restrictions under test is studied from a differential geometric viewpoint. Quantities that can be defined in purely geometrical terms are by construction invariant under reparametrisation, and various attempts are made to construct a Wald test out of such ...
Davidson, Russell, Davidson, Russell
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A Wald test on the problem of homogeneity of variances

Communications in Statistics - Simulation and Computation, 2023
In this article, we propose a Wald test for homogeneity of variance in several normal distributions. The Wald test is an asymptotic test, and it is known that asymptotic tests perform well in large sample sizes, but not in small sample sizes. For this reason, we modified this test using a parametric bootstrap method called the computational approach ...
Alkan, Gizem, GÖKPINAR, ESRA, GÖKPINAR, FİKRİ   +2 more
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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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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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On the Use of Wald's Test in Exponential Families

International Statistical Review / Revue Internationale de Statistique, 1985
The paper investigates the behaviour of Wald's test (the maximum likelihood test statistic) when applied to hypothesis testing in one- parameter exponential families for one-sample problems. Conditions under which Wald's test is well behaved and conditions under which Wald's test may be misleading are derived, the main conclusion being that in general ...
Michael Væth, Michael Vaeth
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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-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
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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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