A Variance Equality Test for Two Correlated Complex Gaussian Variables With Application to Spectral Power Comparison

DOI10.1109/TSP.2006.887558MaRDI QIDQ4564396zbMATH OpenFDO

Authors Tarek Medkour, A. T. Walden

Publication date 12 June 2018

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

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(1)

• Testing the equality of multiple high-dimensional covariance matrices

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