Minimax detection of a signal for nondegenerate loss functions, and extremal convex problems

DOI10.1007/BF02364820zbMATH Open0935.62054MaRDI QIDQ1291977FDOQ1291977

Authors: Yuri I. Ingster 

Publication date: 13 July 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Recommendations

• Extremum problems in minimax signal detection for \(L_q\)-ellipsoids with an \(l_p\)-ball removed
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Minimax detection of positive signals

zbMATH Keywords

extremal problemsminimax errorasymptotically minimax testsHilbert norm

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Applications of functional analysis in probability theory and statistics (46N30) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Asymptotically Optimal Bayes Tests for Composite Hypotheses
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Minimax estimation via wavelet shrinkage
• Title not available (Why is that?)
• On general minimax theorems
• On the Minimax Detection of an Inaccurately Known Signal in a White Gaussian Noise Background
• Title not available (Why is that?)
• Minimax Detection of a Signal In a Gaussian White Noise
• Minimax signal detection in \(l_ p\)-metrics
• Asymptotically Optimal Tests for Compound Hypotheses

Cited In (8)

• Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning
• Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies
• Extremum problems in minimax signal detection for \(L_q\)-ellipsoids with an \(l_p\)-ball removed
• Minimax detection of positive signals
• On finding non-randomized minimax tests for statistical decision problems with applications to signal detection
• Minimax detection of a signal in \(l_ p\)-metrics
• Title not available (Why is that?)
• Characterization of the undesirable global minima of the Godard cost function: case of noncircular symmetric signals

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