On The Asymptotic Null-Distribution of the Wald Statistic at Singular Parameter Points

Statistics and Risk Modeling

Volumn 17, Issue 4, 1999, Pages 339-358

  Gaffke, Norbert ^a   Steyer, Rolf ^a   Davier, Alina A von ^b  

^a OTTO VON GUERICKE UNIVERSITY   (Germany)

^b FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

asymptotically normal estimator; multivariate normal regressors; Nonlinear hypothesis; testing invariance of regression coefficients; Wald test

Indexed keywords

EID: 0038590983     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.1999.17.4.339     Document Type: Article

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