Transformations of the empirical measure and Kolmogorov-Smirnov tests

DOI10.1214/aos/1069362307zbMath0867.62038OpenAlexW1563206076MaRDI QIDQ1354514

Alejandra Cabaña

Publication date: 3 August 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362307

zbMATH Keywords

Wiener processlocal alternativesgoodness-of-fitKolmogorov-Smirnov testsempirical process transformationspower improvement

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (5)

A random-projection based test of Gaussianity for stationary processes ⋮ Powerful Goodness-of-fit Tests Based on the Likelihood Ratio ⋮ Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions ⋮ Tests of symmetry based on transformed empirical processes ⋮ Goodness-of-fit tests based on quadratic functionals of transformed empirical processes

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