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

Mikhail Ermakov

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arXiv · 2206.14511

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

Mikhail Ermakov

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Abstract

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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Mikhail Ermakov. 2022-06-29. Nonparametric signal detection with small values of type I and type II error probabilities. https://arxiv.org/abs/2206.14511

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