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Problemy Peredachi Informatsii, 2008, Volume 44, Issue 2, Pages 54–74 (Mi ppi1271)  
This article is cited in 2 scientific papers (total in 2 papers)

Methods of Signal Processing

Nonparametric Hypothesis Testing with Small Type I or Type II Error Probabilities

M. S. Ermakov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences
Full-text PDF (974 kB) Citations (2)
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Abstract: For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the χ2 type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone.
Received: 13.06.2007
Revised: 13.03.2008
English version:
Problems of Information Transmission, 2008, Volume 44, Issue 2, Pages 119–137
DOI: https://doi.org/10.1134/S0032946008020051
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: M. S. Ermakov, “Nonparametric Hypothesis Testing with Small Type I or Type II Error Probabilities”, Probl. Peredachi Inf., 44:2 (2008), 54–74; Problems Inform. Transmission, 44:2 (2008), 119–137
Citation in format AMSBIB
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\paper Nonparametric Hypothesis Testing with Small Type~I or Type~II Error Probabilities
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Linking options:
  • https://www.mathnet.ru/eng/ppi1271
  • https://www.mathnet.ru/eng/ppi/v44/i2/p54
    • This publication is cited in the following 2 articles:
    1. Ji P., Nussbaum M., “Sharp Minimax Adaptation Over Sobolev Ellipsoids in Nonparametric Testing”, Electron. J. Stat., 11:2 (2017), 4515–4562  crossref  mathscinet  zmath  isi  scopus
    2. Mikhail Ermakov, “Nonparametric signal detection with small type I and type II error probabilities”, Stat Inference Stoch Process, 14:1 (2011), 1  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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    Abstract page:392
    Full-text PDF :118
    References:55
    First page:6
     
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