Intermediate efficiency of some weighted goodness-of-fit statistics

DOI10.1080/10485252.2020.1789126zbMath1465.62081arXiv1906.09143OpenAlexW3043218715MaRDI QIDQ4987546

Tadeusz Inglot, Teresa Ledwina, Bogdan Ćmiel

Publication date: 3 May 2021

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

Full work available at URL: https://arxiv.org/abs/1906.09143

zbMATH Keywords

moderate deviationshigher criticismAnderson-Darling testsBerk-Jones statisticsBorovkov-Sycheva statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

Related Items (1)

On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions

Uses Software

• reldist
• SetTest

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Higher criticism for large-scale inference, especially for rare and weak effects
• Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
• On the exact Berk-Jones statistics and their \(p\)-value calculation
• Robust test for detecting a signal in a high dimensional sparse normal vector
• Fast calculation of boundary crossing probabilities for Poisson processes
• Moderately large deviations and expansions of large deviations for some functionals of weighted empirical processes
• A modified Kolmogorov-Smirnov test sensitive to tail alternatives
• On the asymptotic power of the two-sided Kolmogorov-Smirnov test
• Weighted Kolmogorov Smirnov testing: an alternative for Gene Set Enrichment Analysis
• On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
• Intermediate efficiency by shifting alternatives and evaluation of power
• Comparing distributions
• Weighted empirical and quantile processes
• On local and nonlocal measures of efficiency
• Overweight tails are inefficient
• Correction to: A modified Kolmogorov-Smirnov test sensitive to tail alternatives
• Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
• 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
• Principal component decomposition of non-parametric tests
• Asymptotic optimality of data-driven Neyman's tests for uniformity
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Intermediate approach to comparison of some goodness-of-fit tests
• Generalized intermediate efficiency of goodness-of-fit tests.
• Higher criticism for detecting sparse heterogeneous mixtures.
• Large deviations and intermediate efficiency of decomposable statistics in a multinomial scheme
• Signal detection via Phi-divergences for general mixtures
• Higher criticism: \(p\)-values and criticism
• Goodness-of-fit tests via phi-divergences
• Intermediate efficiency of some max-type statistics
• Cosmological non-Gaussian signature detection: comparing performance of different statistical tests
• Calculation of noncrossing probabilities for Poisson processes and its corollaries
• Do financial returns have finite or infinite variance? A paradox and an explanation
• Optimal Detection of Heterogeneous and Heteroscedastic Mixtures
• Tests for departure from normality: Comparison of powers
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• Asymptotic Efficiency of Nonparametric Tests
• Empirical properties of asset returns: stylized facts and statistical issues
• On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities
• Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes
• Intermediate efficiency of tests under heavy-tailed alternatives
• Distributions and Power of Optimal Signal-Detection Statistics in Finite Case
• On Asymptotically Optimal Non-Parametric Criteria
• The Power of Rank Tests
• Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics

This page was built for publication: Intermediate efficiency of some weighted goodness-of-fit statistics