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Nonparametric signal detection with small type I and type II error probabilities

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  • Mikhail Ermakov

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  • Mikhail Ermakov, 2011. "Nonparametric signal detection with small type I and type II error probabilities," Statistical Inference for Stochastic Processes, Springer, vol. 14(1), pages 1-19, February.
    • Handle: RePEc:spr:sistpr:v:14:y:2011:i:1:p:1-19
    DOI: 10.1007/s11203-010-9048-5
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    References listed on IDEAS

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    1. Horowitz, Joel L & Spokoiny, Vladimir G, 2001. "An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model against a Nonparametric Alternative," Econometrica, Econometric Society, vol. 69(3), pages 599-631, May.
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