In this paper, the preliminary test almost unbiased ridge estimators of the regression coefficients based on the conflicting Wald (W), Likelihood ratio (LR) and Lagrangian multiplier (LM) tests in a multiple regression model with multivariate Student-t errors are introduced when it is suspected that the regression coefficients may be restricted to a subspace. The bias and quadratic risks of the...

A test is derived of the hypothesis that the cointegrating space of a collection of I(1) variables contains a vector subject to a set of linear restrictions. Applications to the problem of testing for irreducible cointegrating relations, and also structural hypotheses, are discussed.  1998 Elsevier Science S.A.

A bstract Using Wald’s formalism, we study the thermodynamics (first laws and Smarr formulae) of asymptotically-flat black holes, rings etc. in a higher-dimensional higher-rank generalization Einstein-Maxwell theory. We show how to deal with electric magnetic charges objects electric-magnetic duality properties theory are realized their thermodynamics.

For a random sample X1, . . . , Xn from the normal distribution N (μ, σ) we test the hypothesis H : (μ, σ) = (0, 1) against K : (μ, σ) 6= (0, 1). Next to three classical tests – Likelihood ratio test, Wald test and Rao score test, we consider also special tests which were suggested for this problem in the literature. Within these tests we will be especially interested in the test which locally ...

The standard Wald interval is widely used in applications and textbooks because of its elementary motivation and simplicity of computation. It has been shown in several recent papers that the Wald interval suffers from a serious systematic negative bias in its coverage probability. In this article we propose confidence intervals in Binomial, Negative Binomial and Poisson distributions which hav...