Nonparametric signal detection with small type I and type II error probabilities
DOI10.1007/S11203-010-9048-5zbMATH Open1259.94028OpenAlexW2072467152MaRDI QIDQ453775FDOQ453775
Authors: Mikhail Sergeevich Ermakov 
Publication date: 28 September 2012
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-010-9048-5
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- scientific article; zbMATH DE number 2187768
large deviationskernel estimatornonparametric hypothesis testingsignal detectionasymptotic minimaxity of kernel-based testsheteroscedastic Gaussian white noisemoderate deviation probabilities
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Detection theory in information and communication theory (94A13)
Cites Work
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- Moderate deviations for quadratic forms in Gaussian stationary processes
- Title not available (Why is that?)
- On Asymptotic Minimaxity of Kernel-based Tests
- On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities
- Nonparametric hypothesis testing for small type I errors. I
Cited In (7)
- Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
- Nonparametric hypothesis testing for small type I errors. I
- Nonparametric Detection of Signals by Information Theoretic Criteria: Performance Analysis and an Improved Estimator
- Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory
- On consistent hypothesis testing
- Nonparametric signal detection with small values of type I and type II error probabilities
- Asymptotic Pitman's relative efficiency
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