Parametrization-invariant Wald tests

Abstract

Parametrization-invariant versions of Wald statistics are introduced, based on yoke geometry. The construction is illustrated by several examples. In the case of simple null hypotheses, formulae are given for generalized Bartlett corrections of these geometric Wald statistics which bring their null distributions close to their large-sample asymptotic distributions. © 2003 ISI/BS. © 2003 Applied Probability Trust.