Concentration order on a metric space, with some statistical applications
type: Item
instance of: scholarly article
title: Concentration order on a metric space, with some statistical applications
zbMATH Open document ID: 0963.60010
DOI: 10.1016/S0167-7152(99)00023-1
author: Cheng Cheng
author: Y. L. Tong
published in: Statistics \& Probability Letters
publication date: 2001-06-21T00:00:00Z
review text: The authors define a concentration ordering for two probability measures on a metric space by comparing the probabilities of balls around a specified point. A Strassen type characterization of this ordering is given. Based on Anderson's theorem a sufficient condition is given for \(p\)-norm orderings. Applications are discussed on monotonicity properties of the limiting power function of the Anderson-Darling goodness of fit test.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 1395088
zbMATH Keywords: concentration order
zbMATH Keywords: stochastic order
zbMATH Keywords: norm stochastic order
zbMATH Keywords: Wiener process
zbMATH Keywords: Brownian bridge
zbMATH Keywords: goodness of fit
MaRDI profile type: Publication
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full work available at URL: s0167-7152(99)00023-1
OpenAlex ID: W2023539355
Wikidata QID: Q127436740
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description: scientific article; zbMATH DE number 1395088