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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2022 Volume 510, Pages 124–142 (Mi znsl7197)

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

M. S. Ermakovab

a Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg
b St. Petersburg State University, Mathematics and Mechanics Faculty

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.

UDC: 519.2

Received: 04.07.2022



© Steklov Math. Inst. of RAS, 2024