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Titel:

Wald tests of singular hypotheses

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Drton, Mathias; Xiao, Han
Abstract:
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 polynomial and a covariance matrix. For quadratic forms and bivariate monomials of arbitrary degree, we show...     »
Stichworte:
asymptotic distribution, factor analysis, large-sample theory, singular parameter point, tetrad, Wald statistic
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Bernoulli
Jahr:
2016
Band / Volume:
22
Jahr / Monat:
2016-02
Quartal:
1. Quartal
Monat:
Feb
Heft / Issue:
1
Seitenangaben Beitrag:
38-59
Sprache:
en
Volltext / DOI:
doi:10.3150/14-bej620
Verlag / Institution:
Bernoulli Society for Mathematical Statistics and Probability
E-ISSN:
1350-7265
Hinweise:
First available in Project Euclid: 30 September 2015
Publikationsdatum:
01.02.2016
Format:
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