Article ID Journal Published Year Pages File Type
1145336 Journal of Multivariate Analysis 2016 11 Pages PDF
Abstract

Complex signal detection in additive noise can be performed by a one-sample bivariate location test. Spherical symmetry is assumed for the noise density as well as closedness with respect to linear transformation. Therefore the noise is assumed to have spherical distribution with αα-stable radial density. In order to cope with this difficult setting the original sample is transformed by Pade’ methods giving rise to a new sample with universality properties. The stability assumption is then reduced to the Gaussian one and it is proved that a known van der Waerden type test, with optimal properties, based on the new sample can be used. Furthermore a new test is proposed whose asymptotic relative efficiency w.r. to the van der Waerden type test when applied to the new sample is larger than one.

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Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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