Rao and Wald Tests for Nonhomogeneous Scenarios

Rao and Wald Tests for Nonhomogeneous Scenarios

In this paper, we focus on the design of adaptive receivers for nonhomogeneous scenarios. More precisely, at the design stage we assume a mismatch between the covariance matrix of the noise in the cell under test and that of secondary data. Under the above assumption, we show that the Wald test is the adaptive matched filter, while the Rao test coincides with the receiver obtained by using the ...

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 ...

Generalised Score and Wald Tests

Wald tests of singular hypotheses

Motivated by the problem of testing tetrad constraints in factor analysis, we study the large-sample distribution of Wald statistics at parameter points at which the gradient of the tested constraint vanishes. When based on an asymptotically normal estimator, the Wald statistic converges to a rational function of a normal random vector. The rational function is determined by a homogeneous polyn...

Asymptotically Optimal Sequential Tests for Nonhomogeneous Processes

It is shown that under certain conditions the matrix sequential probability ratio test (SPRT) and the combinations of \rejecting" SPRTs minimize all moments of the stopping time distribution in the problem of sequential testing of several simple hypotheses for nonhomogeneous processes when probabilities of errors tend to zero. We consider the general case of observation process with discrete or...