Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions

• 成果类型: Article
• 署名作者: Cabaña, A; Cabaña, EM
• 署名单位: Venezuelan Institute Science Research; Universidad de la Republica, Uruguay
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1997
• 页码: 2388-2409
• 关键词: bridge

摘要

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.