Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests

DOI10.3150/14-BEJ694zbMath1388.62129arXiv1603.05461MaRDI QIDQ282530

Veronika Gontscharuk, Sandra Landwehr, Helmut Finner

Publication date: 12 May 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05461

zbMATH Keywords

order statisticshigher criticism statisticKolmogorov-Smirnov testlocal levelsminimum \(p\)-value testnormal and Poisson approximation

Mathematics Subject Classification ID

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

Related Items

On the exact Berk-Jones statistics and their \(p\)-value calculation, High precision implementation of Steck's recursion method for use in goodness-of-fit tests, The intermediates take it all: Asymptotics of higher criticism statistics and a powerful alternative based on equal local levels, On the asymptotics of a normal beta-transformed empirical process, A new approach to tests and confidence bands for distribution functions, One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests, Asymptotics of goodness-of-fit tests based on minimum p-value statistics, Active set algorithms for estimating shape-constrained density ratios, Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels, Only closed testing procedures are admissible for controlling false discovery proportions, Efficient calculation of the joint distribution of order statistics, Intermediate efficiency of some weighted goodness-of-fit statistics, Signal detection via Phi-divergences for general mixtures, Higher criticism for large-scale inference, especially for rare and weak effects

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