A Wald test with enhanced selectivity properties in homogeneous environments

A Wald test with enhanced selectivity properties in homogeneous environments

A Wald test with enhanced selectivity capabilities is proposed in homogeneous environments. At the design stage, we assume that the cell under test contains a noise-like interferer in addition to colored noise and possible signal of interest. We show that the Wald test is equivalent to a recently proposed Rao test. We also observe that this Rao/Wald test possesses constant false alarm rate prop...

Erratum to: A Wald test with enhanced selectivity properties in homogeneous environments

Rao and Wald Tests for Adaptive Detection in Partially Homogeneous Environment with a Diversely Polarized Antenna

This study considers Rao test and Wald test for adaptive detection based on a diversely polarized antenna (DPA) in partially homogeneous environment. The theoretical expressions for the probability of false alarm and detection are derived, and constant false alarm rate (CFAR) behaviour is remarked on. Furthermore, the monotonicities of detection probability of the two detectors are proved, and ...

The Geometry of the Wald Test

The issue of the non-invariance of the Wald test under nonlinear reparametrisations of the restrictions under test is studied from a differential geometric viewpoint. Quantities that can be defined in purely geometrical terms are by construction invariant under reparametrisation, and various attempts are made to construct a Wald test out of such invariant quantities only. Despite the existence ...

The Wald-type Test of a Normalization of Cointegrating Vectors

Vector autoregressive (VAR) models have often been used in the econometric literature as useful models to describe stationary/non-stationary time series. Additionally cointegrating vectors are of primary interest for researchers who investigate the long-run stable relationship between economic variables. In VAR models it is well known that cointegrating vectors are identifiable only up to their...