Minimax detection of a signal for l^ n-balls.
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Publication:1856500
zbMATH Open1103.62312MaRDI QIDQ1856500FDOQ1856500
Authors: Yuri I. Ingster
Publication date: 10 February 2003
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
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Infinitely divisible distributions; stable distributions (60E07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)
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- A novel detection scheme with multiple observations for sparse signal based on likelihood ratio test with sparse estimation
- To the memory of Yu. I. Ingster
- Minimax detection of a signal in \(l_ p\)-metrics
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- Innovated higher criticism for detecting sparse signals in correlated noise
- Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
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- Detection of correlations
- Detection of a signal of known shape in a multichannel system
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