Computing Wald criteria for nested hypotheses
نویسندگان
چکیده
منابع مشابه
Wald tests of singular hypotheses
Motivated by the problem of testing tetrad constraints in factor analysis, we study the large-sample distribution of Wald statistics at parameter points at which the gradient of the tested constraint vanishes. When based on an asymptotically normal estimator, the Wald statistic converges to a rational function of a normal random vector. The rational function is determined by a homogeneous polyn...
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ژورنال
عنوان ژورنال: Statistical Papers
سال: 1988
ISSN: 0932-5026,1613-9798
DOI: 10.1007/bf02924523