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Transformations of the empirical measure and Kolmogorov-Smirnov tests

Authors :
Alejandra Cabaña
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.

Details

ISSN :
00905364
Volume :
24
Database :
OpenAIRE
Journal :
The Annals of Statistics
Accession number :
edsair.doi.dedup.....77f6aedde31e806b0bddff1a8a2c6410