On the Differential Geometry of the Wald Test with Nonlinear Restrictions
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 64 (1996)
Issue (Month): 5 (September)
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- Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2012.
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- Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.
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- Naorayex K Dastoor, 2008. "A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis," Economics Bulletin, AccessEcon, vol. 3(62), pages 1-10.
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- Albers, C.J. & Critchley, F. & Gower, J.C., 2011. "Applications of quadratic minimisation problems in statistics," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 714-722, March.
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