K. S. Kim, Hye Jung Jung, Sun Yong Kim, I. Song, Jung Hoon Lee
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Rank-based detection of random signals in a weakly dependent noise model
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.