Loading [MathJax]/jax/output/SVG/config.js
Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1990, Volume 35, Issue 4, Pages 704–715 (Mi tvp1403)  

This article is cited in 50 scientific papers (total in 51 papers)

Minimax detection of a signal in Gaussian white noise

M. S. Ermakov
Received: 09.12.1987
English version:
Theory of Probability and its Applications, 1990, Volume 35, Issue 4, Pages 667–679
DOI: https://doi.org/10.1137/1135098
Bibliographic databases:
Language: Russian
Citation: M. S. Ermakov, “Minimax detection of a signal in Gaussian white noise”, Teor. Veroyatnost. i Primenen., 35:4 (1990), 704–715; Theory Probab. Appl., 35:4 (1990), 667–679
Citation in format AMSBIB
\Bibitem{Erm90}
\by M.~S.~Ermakov
\paper Minimax detection of a~signal in Gaussian white noise
\jour Teor. Veroyatnost. i Primenen.
\yr 1990
\vol 35
\issue 4
\pages 704--715
\mathnet{http://mi.mathnet.ru/tvp1403}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1090496}
\zmath{https://zbmath.org/?q=an:0744.62117|0724.62082}
\transl
\jour Theory Probab. Appl.
\yr 1990
\vol 35
\issue 4
\pages 667--679
\crossref{https://doi.org/10.1137/1135098}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1990GZ59600004}
Linking options:
  • https://www.mathnet.ru/eng/tvp1403
  • https://www.mathnet.ru/eng/tvp/v35/i4/p704
  • This publication is cited in the following 51 articles:
    1. Cristina Butucea, Jean-François Delmas, Anne Dutfoy, Clément Hardy, “Off-the-grid prediction and testing for linear combination of translated features”, Electron. J. Statist., 18:2 (2024)  crossref
    2. Subhodh Kotekal, Chao Gao, “Minimax Signal Detection in Sparse Additive Models”, IEEE Trans. Inform. Theory, 70:12 (2024), 8892  crossref
    3. M. S. Ermakov, “Nonparametric Signal Detection with Small Values of Type I and Type II Error Probabilities”, J Math Sci, 2024  crossref
    4. Gilles Blanchard, Jean-Baptiste Fermanian, Springer Proceedings in Mathematics & Statistics, 425, Foundations of Modern Statistics, 2023, 121  crossref
    5. Clément Canonne, Samuel B. Hopkins, Jerry Li, Allen Liu, Shyam Narayanan, 2023 IEEE 64th Annual Symposium on Foundations of Computer Science (FOCS), 2023, 2159  crossref
    6. M. S. Ermakov, “Neparametricheskoe obnaruzhenie signala s malymi znacheniyami veroyatnostei oshibok pervogo i vtorogo roda”, Veroyatnost i statistika. 32, Posvyaschaetsya yubileyu Ildara Abdullovicha IBRAGIMOVA, Zap. nauchn. sem. POMI, 510, POMI, SPb., 2022, 124–142  mathnet
    7. Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama, “Optimal minimax rates against nonsmooth alternatives”, The Econometrics Journal, 25:2 (2022), 322  crossref
    8. Tigran Galstyan, Arshak Minasyan, Arnak S. Dalalyan, “Optimal detection of the feature matching map in presence of noise and outliers”, Electron. J. Statist., 16:2 (2022)  crossref
    9. M. S. Ermakov, “On Asymptotically Minimax Nonparametric Detection of Signal in Gaussian White Noise”, J Math Sci, 251:1 (2020), 78  crossref
    10. Yuting Wei, Martin J. Wainwright, “The Local Geometry of Testing in Ellipses: Tight Control via Localized Kolmogorov Widths”, IEEE Trans. Inform. Theory, 66:8 (2020), 5110  crossref
    11. M. S. Ermakov, “O ravnomernoi sostoyatelnosti neparametricheskikh kriteriev. I”, Veroyatnost i statistika. 28, Zap. nauchn. sem. POMI, 486, POMI, SPb., 2019, 98–147  mathnet
    12. Yuting Wei, Martin J. Wainwright, Adityanand Guntuboyina, “The geometry of hypothesis testing over convex cones: Generalized likelihood ratio tests and minimax radii”, Ann. Statist., 47:2 (2019)  crossref
    13. M. S. Ermakov, “Ob asimptoticheski minimaksnom obnaruzhenii signala v gaussovskom belom shume”, Veroyatnost i statistika. 27, Zap. nauchn. sem. POMI, 474, POMI, SPb., 2018, 124–138  mathnet
    14. Sivaraman Balakrishnan, Larry Wasserman, “Hypothesis testing for high-dimensional multinomials: A selective review”, Ann. Appl. Stat., 12:2 (2018)  crossref
    15. Ji P. Nussbaum M., “Sharp Minimax Adaptation Over Sobolev Ellipsoids in Nonparametric Testing”, Electron. J. Stat., 11:2 (2017), 4515–4562  crossref  isi
    16. Cristina Butucea, Natalia Stepanova, “Adaptive variable selection in nonparametric sparse additive models”, Electron. J. Statist., 11:1 (2017)  crossref
    17. A. Antoniadis, I.K. Glad, H. Mohammed, “Local comparison of empirical distributions via nonparametric regression”, Journal of Statistical Computation and Simulation, 85:12 (2015), 2384  crossref
    18. Clément Marteau, Theofanis Sapatinas, “A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection”, Statist. Surv., 9:none (2015)  crossref
    19. Michael Nussbaum, Wiley StatsRef: Statistics Reference Online, 2014  crossref
    20. “To the memory of Yu. I. Ingster”, J. Math. Sci. (N. Y.), 204:1 (2015), 1–6  mathnet  crossref  mathscinet
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:324
    Full-text PDF :168
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025