论文标题
I型和II型误差概率的非参数信号检测
Nonparametric signal detection with small values of type I and type II error probabilities
论文作者
论文摘要
我们考虑高斯白噪声中的信号检测问题。测试统计数据是傅立叶系数估计器的正方形组合或$ \ Mathbb {l} _2 $ - 核估计器的norms。当非参数替代方案具有给定的II型误差概率的指数衰减率时,我们指出了必要和充分的条件。
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.