Nonparametric signal detection with small values of type I and type II error probabilities
Statistics Theory
2022-07-21 v2 Statistics Theory
Abstract
We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or -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.
Keywords
Cite
@article{arxiv.2206.14511,
title = {Nonparametric signal detection with small values of type I and type II error probabilities},
author = {Mikhail Ermakov},
journal= {arXiv preprint arXiv:2206.14511},
year = {2022}
}
Comments
16 pages