Minimax detection of a signal in \(l_ p\)-metrics

DOI10.1007/BF01254275zbMath0836.94010OpenAlexW1975800710MaRDI QIDQ1179883

Yuri I. Ingster

Publication date: 27 June 1992

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01254275

zbMATH Keywords

stochastic differential equationGaussian white noiseminimax detection of a signal

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Signal detection and filtering (aspects of stochastic processes) (60G35) Detection theory in information and communication theory (94A13)

Related Items (3)

Global testing against sparse alternatives under Ising models ⋮ Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates ⋮ On testing for parameters in Ising models

Cites Work

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• Optimal filtering of square-integrable signals in Gaussian noise
• On the Choice of the Number of Class Intervals in the Application of the Chi Square Test

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