Construct · 1 fields · 1 citations

Wald test: a standalone construct

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Mathematical statistics

test of parameter restrictions based on how far the unrestricted estimate lies from the hypothesized value, scaled by its estimated covariance.

In mathematical statistics, Wald test refers to test of parameter restrictions based on how far the unrestricted estimate lies from the hypothesized value, scaled by its estimated covariance. This meaning comes from Wald (1943) in Transactions of the American Mathematical Society.[1]

Unit
Recovery means
Measured by

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Nearby constructs

covariance3 fields · 3 citationsjingle · one word, three constructs Hauck-Donner effect1 fields · 1 citationsanchor · a standalone construct parameter3 fields · 3 citationsjingle · one word, three constructs

References

Wald, A. (1943). Tests of statistical hypotheses concerning several parameters when the number of observations is large. Transactions of the American Mathematical Society, 54(3), 426-482. https://doi.org/10.1090/s0002-9947-1943-0012401-3

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