2 papers
math.ST2022
Nonparametric signal detection with small values of type I and type II error probabilities
Mikhail Ermakov
We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or -norms of…
math.ST2012
The Sharp Lower Bound of Asymptotic Efficiency of Estimators in the Zone of Moderate Deviation Probabilities
Mikhail Ermakov
For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidi…