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February 2003 Parametrization-invariant Wald tests
P.V. Larsen, P.E. Jupp
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Bernoulli 9(1): 167-182 (February 2003). DOI: 10.3150/bj/1068129014


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.


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P.V. Larsen. P.E. Jupp. "Parametrization-invariant Wald tests." Bernoulli 9 (1) 167 - 182, February 2003.


Published: February 2003
First available in Project Euclid: 6 November 2003

zbMATH: 1027.62009
MathSciNet: MR1963676
Digital Object Identifier: 10.3150/bj/1068129014

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

Rights: Copyright © 2003 Bernoulli Society for Mathematical Statistics and Probability

Vol.9 • No. 1 • February 2003
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