Bernoulli

  • Bernoulli
  • Volume 9, Number 1 (2003), 167-182.

Parametrization-invariant Wald tests

P.V. Larsen and P.E. Jupp

Full-text: Open access

Abstract

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.

Article information

Source
Bernoulli, Volume 9, Number 1 (2003), 167-182.

Dates
First available in Project Euclid: 6 November 2003

Permanent link to this document
https://projecteuclid.org/euclid.bj/1068129014

Digital Object Identifier
doi:10.3150/bj/1068129014

Mathematical Reviews number (MathSciNet)
MR1963676

Zentralblatt MATH identifier
1027.62009

Keywords
expected geometry generalized Bartlett correction observed geometry parametrization invariance Wald statistic yoke

Citation

Larsen, P.V.; Jupp, P.E. Parametrization-invariant Wald tests. Bernoulli 9 (2003), no. 1, 167--182. doi:10.3150/bj/1068129014. https://projecteuclid.org/euclid.bj/1068129014


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