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.
Key words and phrases:goodness of fit tests, consistency, signal detection, Bickel–Rosenblatt test, Neyman test, maxisets.