A Variance Equality Test for Two Correlated Complex Gaussian Variables With Application to Spectral Power Comparison
From MaRDI portal
Publication:4564396
DOI10.1109/TSP.2006.887558zbMATH Open1391.94317MaRDI QIDQ4564396FDOQ4564396
Authors: Tarek Medkour, A. T. Walden
Publication date: 12 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Recommendations
- An equality test for variances of two complex correlated Gaussian processes
- Testing Equality of Multiple Power Spectral Density Matrices
- Comparison of powers of a class of tests for covariance matrices
- Testing and estimation of equal variances for correlated variables
- scientific article; zbMATH DE number 1031949
- Power of two tests for the homogeneity of covariance matrices
- Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods
- An \(L^2\)-norm-based test for equality of several covariance functions: a further study
Parametric hypothesis testing (62F03) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inference from stochastic processes and spectral analysis (62M15)
Cited In (1)
This page was built for publication: A Variance Equality Test for Two Correlated Complex Gaussian Variables With Application to Spectral Power Comparison
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4564396)