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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 L2\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.

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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}
}

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16 pages