Test for generalized variance in signal processing

DOI10.1016/0167-7152(95)00058-5zbMath0855.62013OpenAlexW2017322824MaRDI QIDQ1916183

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

white noisesignal processingcolored noisegeneralized varianceasymptotic chi-squarelikelihood test

Mathematics Subject Classification ID

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

Related Items (5)

An R² statistic for covariance model selection in the linear mixed model ⋮ Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions ⋮ Nonparametric test for the homogeneity of the overall variability ⋮ Test for Generalized Variance in Factor Analysis Model

Cites Work

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• Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
• Some recent developments on complex multivariate distributions
• 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
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Asymptotic Theory for Principal Component Analysis

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