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

arXiv2206.14511MaRDI QIDQ6403497FDOQ6403497

Authors: Mikhail Sergeevich Ermakov 

Publication date: 29 June 2022

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.

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10)

This page was built for publication: Nonparametric signal detection with small values of type I and type II error probabilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6403497)