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Permutation tests for nonparametric detection

delete2012-11-01
delete5
PRE
AI
J
J.L. Sanz‐González *
A
Alvarez-Vaquero, Francisco
J
José E. González-García
DOI:10.1016/j.sigpro.2012.04.009delete
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摘要

摘要

En 中文
In this paper, the authors provide a methodology to design nonparametric permutation tests and, in particular, nonparametric rank tests for applications in detection. In the first part of the paper, the authors develop the optimization theory of both permutation and rank tests in the Neyman-Pearson sense; in the second part of the paper, they carry out a comparative performance analysis of the permutation and rank tests (detectors) against the parametric ones in radar applications. First, a brief review of some contributions on nonparametric tests is realized. Then, the optimum permutation and rank tests are derived. Finally, a performance analysis is realized by Monte-Carlo simulations for the corresponding detectors, and the results are shown in curves of detection probability versus signal-to-noise ratio. (c) 2012 Elsevier B.V. All rights reserved.
Keyword:
Nonparametric tests
Permutation tests
Rank tests
Nonparametric detectors
Parametric detectors
CFAR detectors

期刊

Signal Processing 封面图
Signal Processing
IF:
3.6
论文数:
9.9K
被引数:
1.7W

机构

U
Universidad Politecnica de Madrid
学者数:
1.4W
论文数: 1.2W
被引数: 10
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