Stochastic lower-bound conjecture for quadratic Wald statistics

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Let ff be a nonzero quadratic form and let Σ\Sigma be a nonzero positive semidefinite matrix. Write Wf,ΣW_{f,\Sigma} for the corresponding Wald random variable. Quadratic lower-bound conjecture. The distribution of Wf,ΣW_{f,\Sigma} stochastically dominates

14 χ12.\frac{1}{4}\,\chi^2_1.

A proposition proves this lower bound when the relevant eigenvalues are all nonnegative, while the conjecture concerns quadratic forms with both positive and negative eigenvalues. The authors say that the broader claim is suggested by their theorem and simulation experiments, but do not prove it.

References

Primary source

Mathias Drton and Han Xiao, “Wald tests of singular hypotheses”, arXiv:1304.6746 (2016).

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