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

Journal of Mathematical Sciences (J. Math. Sci.), 2022
Abstract

We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or L2\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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