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Modified Wald tests for non-linear restrictions: A cautionary tale - MaRDI portal

Modified Wald tests for non-linear restrictions: A cautionary tale (Q1392152)

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scientific article; zbMATH DE number 1178787
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Modified Wald tests for non-linear restrictions: A cautionary tale
scientific article; zbMATH DE number 1178787

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    Modified Wald tests for non-linear restrictions: A cautionary tale (English)
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    23 July 1998
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    Wald test
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    nonlinear restrictions
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    Monte Carlo simulation
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    size
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    power
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