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December 1997 Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions
A. Cabaña, E. M. Cabaña
Ann. Statist. 25(6): 2388-2409 (December 1997). DOI: 10.1214/aos/1030741078

Abstract

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.

Citation

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A. Cabaña. E. M. Cabaña. "Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions." Ann. Statist. 25 (6) 2388 - 2409, December 1997. https://doi.org/10.1214/aos/1030741078

Information

Published: December 1997
First available in Project Euclid: 30 August 2002

zbMATH: 0910.62044
MathSciNet: MR1604469
Digital Object Identifier: 10.1214/aos/1030741078

Subjects:
Primary: 60G15 , 62G10 , 62G20 , 62G30

Keywords: Goodness-of-fit , power improvement , TEPs

Rights: Copyright © 1997 Institute of Mathematical Statistics

Vol.25 • No. 6 • December 1997
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