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Transformations of the empirical measure and Kolmogorov-Smirnov tests
- Source :
- Ann. Statist. 24, no. 5 (1996), 2020-2035
- Publication Year :
- 1996
- Publisher :
- Institute of Mathematical Statistics, 1996.
-
Abstract
- The power of Kolmogorov-Smirnov tests can be increased by transforming the empirical process into a new process that converges to a Wiener process under the null hypothesis and by choosing the transformation in such a way that some families of local alternatives become as noticeable as possible.
- Subjects :
- Statistics and Probability
empirical process transformations
Process (computing)
Goodness-of-fit
Kolmogorov–Smirnov test
Empirical measure
symbols.namesake
Transformation (function)
Wiener process
Goodness of fit
power improvement
60G15
Econometrics
symbols
Statistics, Probability and Uncertainty
Null hypothesis
62G20
Empirical process
62G10
Mathematics
Subjects
Details
- ISSN :
- 00905364
- Volume :
- 24
- Database :
- OpenAIRE
- Journal :
- The Annals of Statistics
- Accession number :
- edsair.doi.dedup.....77f6aedde31e806b0bddff1a8a2c6410