Approximate Minimax Detection of a Vector Signal in Gaussian Noise
Yu. V. Linnik · Theory of Probability and Its Applications · 1966
Next article Approximate Minimax Detection of a Vector Signal in Gaussian NoiseYu. V. LinnikYu. V. Linnikhttps://doi.org/10.1137/1111058PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] E. L. Lehman, Testing statistical hypotheses, John Wiley & Sons Inc., New York, 1959xiii+369 MR0107933 0089.14102 Google Scholar[2] T. W. Anderson, An introduction to multivariate statistical analysis, Wiley Publications in Statistics, John Wiley & Sons Inc., New York, 1958xii+374 MR0091588 0083.14601 Google Scholar[3] J. B. Simaika, On an optimum property of two important statistical tests, Biometrika, 32 (1941), 70–80 MR0003547 0063.07034 CrossrefGoogle Scholar[4] C. Stein, On tests of certain hypotheses invariant under the full linear group, Ann. Math. Stat., 26 (1955), 769–, (abstract) CrossrefGoogle Scholar[5] Charles Stein, The admissibility of Hotelling's $T\sp 2$-test, Ann. Math. Statist., 27 (1956), 616–623 MR0080413 0073.14301 CrossrefGoogle Scholar[6] N. Giri, , J. Kiefer and , C. Stein, Minimax character of Hotelling's $T\sp 2$ test in the simplest case, Ann. Math. Statist., 34 (1963), 1524–1535 MR0156408 0202.49506 CrossrefGoogle Scholar[7] Yu. V. Linnik, , V. A. Pliss and , O. V. Shalaevskii˘, On the theory of the Hotelling test, Dokl. Akad. Nauk SSSR, 168 (1966), 743–746, (In Russian.) MR0195200 Google Scholar[8] O. Perron, Über des Verhalten einer ausgearteten hypergeometrischen Reihe bei unbegrenztem Wachstum eines Parameters, J. Reine, Angew. Math., 151 (1921), 63–78 Google Scholar[9] E. T. Whittaker and , G. N. Watson, A course of modern analysis. An introduction to the general theory of infinite processes and of analytic functions: with an account of the principal transcendental functions, Fourth edition. Reprinted, Cambridge University Press, New York, 1962vii+608, London MR0178117 0105.26901 Google Scholar[10] Abraham Wald, Tests of statistical hypotheses concerning several parameters when the number of observations is large, Trans. Amer. Math. Soc., 54 (1943), 426–482 MR0012401 0063.08120 CrossrefGoogle Scholar Next article FiguresRelatedReferencesCited byDetails On the Minimax Detection of an Inaccurately Known Signal in a White Gaussian Noise BackgroundM. V. Burnashev17 July 2006 | Theory of Probability & Its Applications, Vol. 24, No. 1AbstractPDF (1096 KB)On the Theory of Approximately Minimax Detection of Signals in Gaussian NoiseYu. V. Linnik, Yu. V. Prokhorov, and O. V. Shalaevskii17 July 2006 | Theory of Probability & Its Applications, Vol. 12, No. 3AbstractPDF (1215 KB) Volume 11, Issue 4| 1966Theory of Probability & Its Applications History Submitted:26 April 1966Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1111058Article page range:pp. 497-512ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics