A technical note on divergence of the Wald statistic
classification
🧮 math.ST
stat.TH
keywords
divergencenotestatisticwaldbeenconditionsdivergedufour
read the original abstract
The Wald test statistic has been shown to diverge (Dufour et al, 2013, 2017) under some conditions. This note links the divergence to eigenvalues of a polynomial matrix and establishes the divergence rate.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.