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Minimax detection of a signal in the heteroscedastic Gaussian white noise. / Ermakov, M. S.

In: Journal of Mathematical Sciences , Vol. 137, No. 1, 08.2006, p. 4516-4524.

Research output: Contribution to journal › Article › peer-review

Harvard

Ermakov, MS 2006, 'Minimax detection of a signal in the heteroscedastic Gaussian white noise', Journal of Mathematical Sciences , vol. 137, no. 1, pp. 4516-4524. https://doi.org/10.1007/s10958-006-0244-1

APA

Ermakov, M. S. (2006). Minimax detection of a signal in the heteroscedastic Gaussian white noise. Journal of Mathematical Sciences , 137(1), 4516-4524. https://doi.org/10.1007/s10958-006-0244-1

Vancouver

Ermakov MS. Minimax detection of a signal in the heteroscedastic Gaussian white noise. Journal of Mathematical Sciences . 2006 Aug;137(1):4516-4524. https://doi.org/10.1007/s10958-006-0244-1

Author

Ermakov, M. S. / Minimax detection of a signal in the heteroscedastic Gaussian white noise. In: Journal of Mathematical Sciences . 2006 ; Vol. 137, No. 1. pp. 4516-4524.

BibTeX

@article{86849cbb18314ce0a09b4186139de1e5,
title = "Minimax detection of a signal in the heteroscedastic Gaussian white noise",
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.",
author = "Ermakov, {M. S.}",
note = "Funding Information: The present paper was partially supported by the RFBR–DFG grant 04-01-04001, the RFBR grant 02-01-00262, and the “Leading Scientific Schools” grant NSh-2258.2003.1. Copyright: Copyright 2006 Elsevier B.V., All rights reserved.",
year = "2006",
month = aug,
doi = "10.1007/s10958-006-0244-1",
language = "English",
volume = "137",
pages = "4516--4524",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "1",

}

RIS

TY - JOUR

T1 - Minimax detection of a signal in the heteroscedastic Gaussian white noise

AU - Ermakov, M. S.

N1 - Funding Information: The present paper was partially supported by the RFBR–DFG grant 04-01-04001, the RFBR grant 02-01-00262, and the “Leading Scientific Schools” grant NSh-2258.2003.1. Copyright: Copyright 2006 Elsevier B.V., All rights reserved.

PY - 2006/8

Y1 - 2006/8

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=33746155345&partnerID=8YFLogxK

U2 - 10.1007/s10958-006-0244-1

DO - 10.1007/s10958-006-0244-1

M3 - Article

AN - SCOPUS:33746155345

VL - 137

SP - 4516

EP - 4524

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 1

ER -

ID: 71601985