On the exact Berk-Jones statistics and their \(p\)-value calculation

DOI10.1214/16-EJS1172zbMath1346.62092arXiv1311.3190MaRDI QIDQ309590

Boaz Nadler, Amit Moscovich, Clifford Spiegelman

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.3190

zbMATH Keywords

hypothesis testing\(p\)-value computationcontinuous goodness-of-fitrare-weak model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Software, source code, etc. for problems pertaining to statistics (62-04) Asymptotic properties of nonparametric inference (62G20)

Related Items (17)

Optimal multiple change-point detection for high-dimensional data ⋮ On the asymptotic distribution of the scan statistic for empirical distributions ⋮ High precision implementation of Steck's recursion method for use in goodness-of-fit tests ⋮ Integrated quantile rank test (iQRAT) for gene-level associations ⋮ Comparing distributions by multiple testing across quantiles or CDF values ⋮ Exceedance control of the false discovery proportion via high precision inversion method of berk-Jones statistics ⋮ Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics ⋮ Detection of sparse mixtures: higher criticism and scan statistic ⋮ Beyond HC: more sensitive tests for rare/weak alternatives ⋮ Adaptive estimation of the sparsity in the Gaussian vector model ⋮ Fast calculation of boundary crossing probabilities for Poisson processes ⋮ Efficient calculation of the joint distribution of order statistics ⋮ Detection of sparse positive dependence ⋮ Genetic Variant Set-Based Tests Using the Generalized Berk–Jones Statistic With Application to a Genome-Wide Association Study of Breast Cancer ⋮ Accurate and Efficient P-value Calculation Via Gaussian Approximation: A Novel Monte-Carlo Method ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics ⋮ The general goodness-of-fit tests for correlated data

Uses Software

• R
• KS1SidedOneSample
• ExactKS2SidedOneSample
• k.c

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
• Fast calculation of boundary crossing probabilities for Poisson processes
• A decomposition of the beta distribution, related order and asymptotic behavior
• A modified Kolmogorov-Smirnov test sensitive to tail alternatives
• Weighted empirical and quantile processes
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
• The asymptotic distribution of the suprema of the standardized empirical processes
• Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Global power functions of goodness of fit tests.
• Higher criticism for detecting sparse heterogeneous mixtures.
• Higher criticism: \(p\)-values and criticism
• Goodness-of-fit tests via phi-divergences
• Calculation of noncrossing probabilities for Poisson processes and its corollaries
• Analytical p-value calculation for the higher criticism test in finite-d problems
• The intermediates take it all: Asymptotics of higher criticism statistics and a powerful alternative based on equal local levels
• Higher criticism thresholding: Optimal feature selection when useful features are rare and weak
• Asymptotics of goodness-of-fit tests based on minimum p-value statistics
• Optimal Detection of Sparse Mixtures Against a Given Null Distribution
• Smooth Tests of Goodness of Fit
• On Computing the Probability of an Empirical Process not Crossing a Curvilinear Boundary
• An alternative to the kolmogorov-smirnov test for goodness of fit
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• Data-Driven Version of Neyman's Smooth Test of Fit
• Nonparametric Likelihood Confidence Bands for a Distribution Function
• Testing Statistical Hypotheses
• The average likelihood ratio for large-scale multiple testing and detecting sparse mixtures
• A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, I
• A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, II
• The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A Test of Goodness of Fit
• The statistical theory of the strength of bundles of threads. I

This page was built for publication: On the exact Berk-Jones statistics and their \(p\)-value calculation