Limit distributions and comparative asymptotic efficiency of the Smirnov- Kolmogorov statistics with a random index

DOI10.1007/BF01676147zbMath0485.62018OpenAlexW1974985787MaRDI QIDQ1164333

Yakov Yu. Nikitin

Publication date: 1981

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01676147

zbMATH Keywords

weak convergence of empirical processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items (2)

On the maximum of the generalized Brownian bridge ⋮ Some conditional crossing results of Brownian motion over a piecewise-linear boundary

Cites Work

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• A Rate of Convergence for the Von Mises Statistic
• Distributions of a M. Kac Statistic
• Rates of Convergence of Estimates and Test Statistics
• Stochastic Comparison of Tests
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
• On Deviations between Theoretical and Empirical Distributions
• Heuristic Approach to the Kolmogorov-Smirnov Theorems

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