Parametrization-invariant Wald tests

P.V. Larsen; P.E. Jupp

doi:10.3150/bj/1068129014

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Home > Journals > Bernoulli > Volume 9 > Issue 1 > Article

February 2003 Parametrization-invariant Wald tests

P.V. Larsen, P.E. Jupp

Author Affiliations +

P.V. Larsen,¹ P.E. Jupp²
¹Department of Statistics, The Open University
²School of Mathematics and Statistics, University of St Andrews

Bernoulli 9(1): 167-182 (February 2003). DOI: 10.3150/bj/1068129014

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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.