Location-adjusted Wald statistics for scalar parameters

30 Oct 2017 C. Di Caterina I. Kosmidis

Inference about a scalar parameter of interest is a core statistical task that has attracted immense research in statistics. The Wald statistic is a prime candidate for the task, on the grounds of the asymptotic validity of the standard normal approximation to its finite-sample distribution, simplicity and low computational cost... (read more)

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  • 62F05, 62F03, 62J02, 62J12, 62P10