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Estimating Rao’s statistic distribution for testing uniform association in cross-classifications
Mathematics and Computers in Simulation, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alba-Fernández, V. +1 more
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13 Rao's score test: Recent asymptotic results
1993Publisher Summary While introducing the score test in 1948, Rao conjectured that it is likely to be locally more powerful than other tests like the likelihood ratio and Wald's tests. Recent work, based on higher-order asymptotics, indicates the truth of Rao's conjecture.
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The rao test of weak signal in non-Gaussian clutter
2011 4th International Congress on Image and Signal Processing, 2011The Rao test of weak signal in non-Gaussian clutter is addressed. Both the models of Gaussian mixture distribution and Alpha-stable distribution are used to simulate the clutter distribution of airborne early warning radar. The improved expectation maximization algorithm [4] and iterative algorithm are used to estimate the parameters of Gaussian ...
Qianxue Fang +3 more
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Rao tests for distributed target detection in interference and noise
Signal Processing, 2015This paper deals with the problem of detecting a distributed target in interference and noise. The target signal and interference are assumed to lie in two linearly independent subspaces, and their coordinates are unknown. The noise is Gaussian distributed, with an unknown covariance matrix.
Weijian Liu +4 more
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Multichannel adaptive generalized detector based on parametric Rao test
SPIE Proceedings, 2012The parametric Rao test for multichannel adaptive signal detection by the adaptive generalized detector (GD) constructed based on the generalized approach to signal processing in noise is derived by modeling the disturbance signal as a multichannel autoregressive process.
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Annals of the Institute of Statistical Mathematics, 1987
The paper deals with hypothesis testing in discrete time stochastic processes. Test statistics based on score functions, similar to \textit{C. R. Rao}'s score statistic [Proc. Cambridge Philos. Soc. 44, 50-57 (1948; Zbl 0034.075)] in the i.i.d. case are proposed.
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The paper deals with hypothesis testing in discrete time stochastic processes. Test statistics based on score functions, similar to \textit{C. R. Rao}'s score statistic [Proc. Cambridge Philos. Soc. 44, 50-57 (1948; Zbl 0034.075)] in the i.i.d. case are proposed.
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A Comparison of Likelihood Ratio, Wald, and Rao Tests
1989Three commonly considered methods for forming approximate (large-sample) tests of a simple null hypothesis are: (a) the likelihood ratio test, (b) the Wald “linearization” test, and (c) a quadratic scores test due to Rao. In the context of testing that the variance of a normal distribution is equal to one, it is possible to make detailed finite-sample ...
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The Rao, Wald, And Likelihood-Ratio Tests under Generalized Self-Concordance
ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)Three classical approaches to goodness-of-fit testing are Rao’s test, Wald’s test, and the likelihood-ratio test. The asymptotic equivalence of these three tests under the null hypothesis is a famous connection in statistical detection theory. We revisit these three likelihood-related tests from a non-asymptotic viewpoint under self-concordance ...
Lang Liu, Zaid Harchaoui
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A Robust Generalization of the Rao Test
Journal of Business and Economic Statistics, 2022Ayanendranath Basu +2 more
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