The Exact Distribution of the Wald Statistic: The Non-Central Case
This paper extends earlier results, which were reported in , to include non null distributions. As in , attention is concentrated on the Wald statistic for testing general linear restrictions on the coeﬀicients in the multivariate linear model. The results of the present paper encompass the null distributions derived in  and generalize all previously known results for such statistics as the standard regression test and Hotelling’s T 2 test.
Phillips, Peter C.B. and Ouliaris, Sam, "The Exact Distribution of the Wald Statistic: The Non-Central Case" (1984). Cowles Foundation Discussion Papers. 971.