The Annals of Statistics

Transformations of the empirical measure and Kolmogorov-Smirnov tests

Alejandra Cabaña

Full-text: Open access

Abstract

The power of Kolmogorov-Smirnov tests can be increased by transforming the empirical process into a new process that converges to a Wiener process under the null hypothesis and by choosing the transformation in such a way that some families of local alternatives become as noticeable as possible.

Article information

Source
Ann. Statist., Volume 24, Number 5 (1996), 2020-2035.

Dates
First available in Project Euclid: 20 November 2003

Permanent link to this document
https://projecteuclid.org/euclid.aos/1069362307

Digital Object Identifier
doi:10.1214/aos/1069362307

Mathematical Reviews number (MathSciNet)
MR1421158

Zentralblatt MATH identifier
0867.62038

Subjects
Primary: 62G10: Hypothesis testing 62G20: Asymptotic properties
Secondary: 60G15: Gaussian processes

Keywords
Goodness-of-fit power improvement empirical process transformations

Citation

Cabaña, Alejandra. Transformations of the empirical measure and Kolmogorov-Smirnov tests. Ann. Statist. 24 (1996), no. 5, 2020--2035. doi:10.1214/aos/1069362307. https://projecteuclid.org/euclid.aos/1069362307


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