Statistical tests consistent under any alternative are provided for both goodness-of-fit and two-sample comparisons. They are based on (1) 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.
Publié le : 1994-09-14
Classification:
Wiener sheet,
empirical measure transformations,
bivariate Kolmogorov-Smirnov tests,
tail estimates for functionals of Wiener sheet,
62G10,
60G60,
60G15
@article{1176325636,
author = {Cabana, Alejandra and Cabana, Enrique M.},
title = {Goodness-of-Fit and Comparison Tests of the Kolmogorov-Smirnov Type for Bivariate Populations},
journal = {Ann. Statist.},
volume = {22},
number = {1},
year = {1994},
pages = { 1447-1459},
language = {en},
url = {http://dml.mathdoc.fr/item/1176325636}
}
Cabana, Alejandra; Cabana, Enrique M. Goodness-of-Fit and Comparison Tests of the Kolmogorov-Smirnov Type for Bivariate Populations. Ann. Statist., Tome 22 (1994) no. 1, pp. 1447-1459. http://gdmltest.u-ga.fr/item/1176325636/