Test for generalized variance in signal processing

DOI10.1016/0167-7152(95)00058-5MaRDI QIDQ1916183zbMATH OpenOpenAlexFDO

Authors Madhusudan Bhandary

Publication date 2 February 1997

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00058-5

zbMATH Keywords

signal processingcolored noisewhite noisegeneralized varianceasymptotic chi-squarelikelihood test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Inference from stochastic processes (62M99) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Test for Generalized Variance in Factor Analysis Model
• scientific article; zbMATH DE number 4062383
• scientific article; zbMATH DE number 4062384
• Test for equality of generalized variance in high-dimensional and large sample settings
• Test for a specified signal when the noise covariance matrix is unknown

Cites work

• scientific article; zbMATH DE number 3154289 (Why is no real title available?)
• scientific article; zbMATH DE number 3868437 (Why is no real title available?)
• Asymptotic Theory for Principal Component Analysis
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• On detection of the number of signals in presence of white noise
• On detection of the number of signals when the noise covariance matrix is arbitrary
• Some recent developments on complex multivariate distributions
• Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions

Cited in

(9)

• Confidence intervals for product of powers of the generalized variances of k multivariate normal populations
• An \(R^2\) statistic for covariance model selection in the linear mixed model
• Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
• Computation of a Test Statistic in Data Quality Control
• Testing and estimation for clustered signals
• On generalized signal-to-noise ratios in quadratic detection
• Nonparametric test for the homogeneity of the overall variability
• Variance of Signals and Their Finite Fourier Transforms
• Test for Generalized Variance in Factor Analysis Model

This page was built for publication: Test for generalized variance in signal processing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1916183)