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.
Publié le : 1997-12-14
Classification:
Goodness-of-fit,
power improvement,
TEPs,
62G10,
62G20,
62G30,
60G15
@article{1030741078,
author = {Caba\~na, A. and Caba\~na, E. M.},
title = {Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions},
journal = {Ann. Statist.},
volume = {25},
number = {6},
year = {1997},
pages = { 2388-2409},
language = {en},
url = {http://dml.mathdoc.fr/item/1030741078}
}
Cabaña, A.; Cabaña, E. M. Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions. Ann. Statist., Tome 25 (1997) no. 6, pp. 2388-2409. http://gdmltest.u-ga.fr/item/1030741078/