Abstract
We consider the problem of signal detection in the heteroscedastic Gaussian white noise when the set of alternatives is essentially nonparametric. In this setting, we find a family of asymptotically minimax tests. The results are extended to the case of testing a parametric hypothesis against nonparametric sets of alternatives. Bibliography: 8 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 54–68.
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Ermakov, M.S. Minimax detection of a signal in the heteroscedastic Gaussian white noise. J Math Sci 137, 4516–4524 (2006). https://doi.org/10.1007/s10958-006-0244-1
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DOI: https://doi.org/10.1007/s10958-006-0244-1