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arXiv · 1705.07408

On asymptotically minimax nonparametric detection of signal in Gaussian white noise

Mikhail Ermakov
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Abstract

For the problem of nonparametric detection of signal in Gaussian white noise we point out strong asymptotically minimax tests. The sets of alternatives are a ball in Besov space $B^r_{2\infty}$ with "small" balls in $L_2$ removed.

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Mikhail Ermakov. 2017-05-21. On asymptotically minimax nonparametric detection of signal in Gaussian white noise. https://arxiv.org/abs/1705.07408

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