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

Ermakov, Mikhail

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.

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