Nonparametric signal detection with small values of type I and type II error probabilities
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 give...
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Zusammenfassung: | 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. |
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DOI: | 10.48550/arxiv.2206.14511 |