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.
Publié le : 1996-10-14
Classification:
Goodness-of-fit,
power improvement,
empirical process transformations,
62G10,
62G20,
60G15
@article{1069362307,
author = {Caba\~na, Alejandra},
title = {Transformations of the empirical measure and Kolmogorov-Smirnov tests},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 2020-2035},
language = {en},
url = {http://dml.mathdoc.fr/item/1069362307}
}
Cabaña, Alejandra. Transformations of the empirical measure and Kolmogorov-Smirnov tests. Ann. Statist., Tome 24 (1996) no. 6, pp. 2020-2035. http://gdmltest.u-ga.fr/item/1069362307/