Adaptive Hypothesis Testing Using Wavelets
Published in RePEc: Research Papers in Economics • Jan 1, 1995
NobleIDNI9P973W440R150S810
Authors:
Vladimir Spokoiny
Abstract
The present paper continues studying the problem of minimax nonparametric hypothesis testing started in Lepski and Spokoiny (1995). The null hypothesis assumes that the function observed with a noise is identically zero i.e. no signal is present. The alternative is composite and minimax: the functio...
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