Wald MST[Golden (2000). Working paper.]

• Let ?* = [?*, ?* ]. Let S ??r x m, s ??r such that H0 : S?* = s

• Let Wn = n(S?n - s)T[SCnST]-1 (S?n - s)

  where Cn=[An]-1Bn[An]-1 evaluated at ?n 
  

• Reject H0 if Wn > ?2(1r;?); Else do not reject H0

• Theorem: As n ? ?, pn(Type 1 error) < ? and pn(Type 2 error) ? 0

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