Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels

DOI10.1214/17-AOS1647zbMath1416.62246OpenAlexW2891101911MaRDI QIDQ1991687

Veronika Gontscharuk, Helmut Finner

Publication date: 30 October 2018

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1536307241

zbMATH Keywords

two-sample testKolmogorov-Smirnov testlocal level

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) Limit theorems in probability theory (60F99)

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One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests, Detecting sparse heterogeneous mixtures in a two-sample problem, Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics, Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval, Efficient calculation of the joint distribution of order statistics

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