Minimax detection of signal in weighted Gaussian white noise
    
    
  
  
  
      
      
      
        
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 54-68
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			We consider the problem of signal detection in weighted Gaussian white noise where the set of alternatives is
essentially nonparametric. In this setting we find the family of asymptotically minimax tests. The results are
extended on the case of tested parametric hypothesis versus nonparametric sets of alternatives.
			
            
            
            
          
        
      @article{ZNSL_2004_320_a3,
     author = {M. S. Ermakov},
     title = {Minimax detection of signal in weighted {Gaussian} white noise},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {54--68},
     publisher = {mathdoc},
     volume = {320},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a3/}
}
                      
                      
                    M. S. Ermakov. Minimax detection of signal in weighted Gaussian white noise. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 54-68. http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a3/