Use this URL to cite or link to this record in EThOS: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.750302
Title: Parameterisation-invariant versions of Wald tests
Author: Larsen, Pia Veldt
Awarding Body: University of St Andrews
Current Institution: University of St Andrews
Date of Award: 1999
Availability of Full Text:
Access from EThOS:
Access from Institution:
Abstract:
Although Wald tests form one of the major classes of hypothesis tests, they suffer from the well-known major drawback that they are not invariant under reparameterisation. This thesis uses the differential-geometric concept of a yoke to introduce one-parameter families of geometric Wald statistics, which are parameterisation-invariant statistics in the spirit of the traditional Wald statistics. Both the geometric Wald statistics based on the expected likelihood yokes and those based on the observed likelihood yokes are investigated. Bartlett-type adjustments of the geometric Wald statistics are obtained, in order to improve the accuracy of the chi-squared approximations to their distributions under the null hypothesis.
Supervisor: Jupp, Peter E. Sponsor: University of St Andrews
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.750302  DOI: Not available
Keywords: QA276.8L2 ; Estimation theory
Share: