On the invariance, coincidence, and statistical equivalence of the GLRT, Rao test, and wald test

IEEE Transactions on Signal Processing

Volumn 58, Issue 4, 2010, Pages 1967-1979

  De Maio, Antonio ^a   Kay, Steven M ^b   Farina, Alfonso ^c  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

^b University of Rhode Island   (United States)

^c SELEX SISTEMI INTEGRATI   (Italy)

Author keywords

Detection; GLRT; Invariance; Rao test; Wald test

Indexed keywords

BINARY HYPOTHESIS TESTING; DECISION STATISTICS; DECISION VARIABLES; DETECTION PROBLEMS; GENERALIZED LIKELIHOOD-RATIO TESTS; GLRT; MONOTONIC TRANSFORMATION; SIGNAL PROCESSING APPLICATIONS; STATISTICAL SIGNAL PROCESSING; SUFFICIENT CONDITIONS; WALD TEST;

ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; SIGNAL DETECTION; SIGNAL PROCESSING;

TESTING;

EID: 77949389873     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2009.2039728     Document Type: Article

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