GOODNESS-OF-FIT AND COMPARISON TESTS OF THE KOLMOGOROV-SMIRNOV TYPE FOR BIVARIATE POPULATIONS

• 成果类型: Article
• 署名作者: CABANA, A; CABANA, EM
• 署名单位: Universidad de la Republica, Uruguay; Universidad de la Republica, Uruguay
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176325636
• 发表日期: 1994
• 页码: 1447-1459
• 关键词: martingale

摘要

Statistical tests consistent under any alternative are provided for both goodness-of-fit and two-sample comparisons. They are based on (I) the derivation of estimates for the tails of the probability distribution of some particular functionals of a Wiener sheet and (2) the use of a mapping that carries normalized empirical processes (asymptotically distributed as Brownian bridge) onto new processes that converge in distribution to a Wiener sheet. The proposed test statistics are easily obtained from the data. Hints for its computation and empirical estimations of the power of the tests are given.