The Annals of Statistics
- Ann. Statist.
- Volume 25, Number 6 (1997), 2388-2409.
Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions
A general way of constructing classes of goodness-of-fit tests for multivariate samples is presented. These tests are based on a random signed measure that plays the same role as the empirical process in the construction of the classical Kolmogorov-Smirnov tests. The resulting tests are consistent against any fixed alternative, and, for each sequence of contiguous alternatives, a test in each class can be chosen so as to optimize the discrimination of those alternatives.
Ann. Statist., Volume 25, Number 6 (1997), 2388-2409.
First available in Project Euclid: 30 August 2002
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Cabaña, A.; Cabaña, E. M. Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions. Ann. Statist. 25 (1997), no. 6, 2388--2409. doi:10.1214/aos/1030741078. https://projecteuclid.org/euclid.aos/1030741078