On the asymptotic power of the two-sided Kolmogorov-Smirnov test

DOI10.1016/0378-3758(90)90091-8zbMath0728.62049OpenAlexW2092507863MaRDI QIDQ805108

Hartmut Milbrodt, Helmut Strasser

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90091-8

zbMATH Keywords

Brownian bridgeorthogonal seriesempirical distribution functionasymptotic powergoodness of fit testsAnderson-Darling testNeyman's smooth testCramer-von Mises testcurvature of the optimal power functiondirections of deviationsEDF testshigher-dimensional alternativeslocal efficienciesprincipal components decomposition of the curvaturespectral theory of compact operatorstangent space of directions of alternativestwo- sided one-sample Kolmogorov-Smirnov test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic properties of parametric tests (62F05)

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Uses Software

• AS 155

Cites Work

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