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:
“The reason why men enter into society, is the preservation of their property; and the end why they choose and authorize a legislative, is, that there may be laws made, and rules set, as guards and fences to the properties of all the members of the society: to limit the power, and moderate the dominion, of every part and member of the society.”
—John Locke (1632–1704)