Asymptotic Properties
Robert F. Engle showed that the Wald test, the likelihood-ratio test and the Lagrange multiplier test (also known as the score test) are asymptotically equivalent.
Read more about this topic: Wald Test
Famous quotes containing the word properties:
“A drop of water has the properties of the sea, but cannot exhibit a storm. There is beauty of a concert, as well as of a flute; strength of a host, as well as of a hero.”
—Ralph Waldo Emerson (1803–1882)