Rank-based detection of random signals in a weakly dependent noise model
Kwang Soon Kim, Hye Jung Jung, Sun Yong Kim, Iickho Song, Jung Hoon Lee · 2003
We consider nonparametric signal detection problems under the presence of additive noise exhibiting weak dependence. We derive the test statistic of the locally optimum rank detector under a weakly dependent noise model for random signals. The performance characteristics of the locally optimum rank detector are analyzed in terms of asymptotic relative efficiency.