A Wald test with enhanced selectivity properties in homogeneous environments

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

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 ...

Enhanced of Nano-mechanical Properties of NiTi Alloy by Applied Nanostructured Tantalum Nitride Coating with Magnetron Sputtering method

    Nowadays, suitable protective properties of tantalum nitride coatings, such as hardness, abrasion resistance and high corrosion resistance lead to increasing its application in medical engineering and improving the biological behavior of titanium and its alloys. In this research, nanostructured tantalum nitride coating was applied on the NiTi alloy by magnetron sputtering method. Then, 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 ...

Testing for Causality in Variance using Multivariate GARCH Models

Tests of causality in variance in multiple time series have been proposed recently, based on residuals of estimated univariate models. Although such tests are applied frequently little is known about their power properties. In this paper we show that a convenient alternative to residual based testing is to specify a multivariate volatility model, such as multivariate GARCH (or BEKK), and constr...