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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 124–142 (Mi znsl7197)  

Nonparametric signal detection with small values of type I and type II error probabilities

M. S. Ermakovab

a Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg
b St. Petersburg State University, Mathematics and Mechanics Faculty
References:
Abstract: We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or $\mathbb{L}_2$-norms of kernel estimators. We point out necessary and sufficient conditions when nonparametric sets of alternatives have a given rate of exponential decay for type II error probabilities.
Key words and phrases: goodness of fit tests, consistency, signal detection, Bickel–Rosenblatt test, Neyman test, maxisets.
Funding agency Grant number
Russian Foundation for Basic Research 20-01-00273
Received: 04.07.2022
Document Type: Article
UDC: 519.2
Language: Russian
Citation: M. S. Ermakov, “Nonparametric signal detection with small values of type I and type II error probabilities”, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 124–142
Citation in format AMSBIB
\Bibitem{Erm22}
\by M.~S.~Ermakov
\paper Nonparametric signal detection with small values of type I and type II error probabilities
\inbook Probability and statistics. Part~32
\serial Zap. Nauchn. Sem. POMI
\yr 2022
\vol 510
\pages 124--142
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7197}
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  • https://www.mathnet.ru/eng/znsl/v510/p124
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