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

DOI10.1007/s11203-010-9048-5zbMath1259.94028OpenAlexW2072467152MaRDI QIDQ453775

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

zbMATH Keywords

large deviationssignal detectionkernel estimatornonparametric hypothesis testingasymptotic minimaxity of kernel-based testsheteroscedastic Gaussian white noisemoderate deviation probabilities

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Detection theory in information and communication theory (94A13)

Related Items (3)

Asymptotic Pitman's Relative Efficiency ⋮ On consistent hypothesis testing ⋮ Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression

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