On the Invariance, Coincidence, and Statistical Equivalence of the GLRT, Rao Test, and Wald Test

DOI10.1109/TSP.2009.2039728zbMath1392.94611OpenAlexW2157148515MaRDI QIDQ4570159

Steven M. Kay, Antonio De Maio, Alfonso Farina

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2009.2039728

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Detection theory in information and communication theory (94A13) Non-Markovian processes: hypothesis testing (62M07)

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