Parametrization-invariant Wald tests
Larsen, P.V. ; Jupp, P.E.
Bernoulli, Tome 9 (2003) no. 3, p. 167-182 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Parametrization-invariant versions of Wald statistics are introduced, based on yoke geo\-metry. The construction is illustrated by several examples. In the case of simple null hypotheses, formulae are given for generalized Bartlett corrections of these geometric Wald statistics which bring their null distributions close to their large-sample asymptotic distributions.
Publié le : 2003-02-14
Classification:  expected geometry,  generalized Bartlett correction,  observed geometry,  parametrization invariance,  Wald statistic,  yoke 
@article{1068129014,
     author = {Larsen, P.V. and Jupp, P.E.},
     title = {Parametrization-invariant Wald tests},
     journal = {Bernoulli},
     volume = {9},
     number = {3},
     year = {2003},
     pages = { 167-182},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1068129014}
}

Larsen, P.V.; Jupp, P.E. Parametrization-invariant Wald tests. Bernoulli, Tome 9 (2003) no. 3, pp.  167-182. http://gdmltest.u-ga.fr/item/1068129014/