Transformations of the empirical measure and Kolmogorov-Smirnov tests

• 成果类型: Article
• 署名作者: Cabana, A
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1069362307
• 发表日期: 1996
• 页码: 2020-2035
• 关键词: of-fit tests

摘要

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.