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On the performance of a nonparametric detection scheme for dependent data (Corresp.)

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2 Author(s)

A nonparametric scheme for detecting a constant signal embedded in m-dependent noise is cousidered, aud the performance of the detector in both the asymptotic case and the case of a finite number of samples is investigated. It is shown that the design of the detector with a finite amount of data can be radically different from the design based upon the asymptotic limit.

Published in:

IEEE Transactions on Information Theory  (Volume:28 ,  Issue: 2 )