Geodesic
Minimax detection of signal in weighted Gaussian white noise
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 54-68 
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/
@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},
     year = {2004},
     volume = {320},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a3/}
}
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Voir la notice du chapitre de livre 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.

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