Minimax detection of a signal in the heteroscedastic Gaussian white noise

We consider the problem of signal detection in the heteroscedastic Gaussian white noise when the set of alternatives is essentially nonparametric. In this setting, we find a family of asymptotically minimax tests. The results are extended to the case of testing a parametric hypothesis against nonparametric sets of alternatives. Bibliography: 8 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 54–68.