Transformations of the empirical measure and Kolmogorov-Smirnov tests

Annals of Statistics

Volumn 24, Issue 5, 1996, Pages 2020-2035

  Cabaña, Alejandra ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Empirical process transformations; Goodness of fit; Power improvement

Indexed keywords

EID: 0011521327     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362307     Document Type: Article

References (13)

1. BILLINGSLEY, P. (1967). Convergence of Probability Measures. Wiley, New York.
2. CABAÑA, A. A. (1993). Transformations du pont brownien empirique et tests de type Kolmogorov-Smirnov. C. R. Acad. Sci. Paris Sér. I Math. 317 315-318.
3. CAPON, J. (1965). On the asymptotic efficiency of the Kolmogorov-Smirnov test. J. Amer. Statist. Assoc. 60 843-853.
4. DREES, H. and MILBRODT, H. (1994). The one-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise. Statist. Neerlandica 48 103-116.
5. EFRON, B. and JOHNSTON, I. (1990). Fisher's information in terms of hazard rate. Ann. Statist. 18 38-62.
6. GRONEBOOM, P. and WELLNER, J. A. (1992). Information Bounds and Nonparametric Maximum Likelihood Estimation. Birkhäuser, Boston.
7. JANSSEN, A. and MILBRODT, H. (1993). Rényi type goodness of fit tests with adjusted principal direction of alternatives. Scand. J. Statist. 20 177-194.
8. KARATZAS, I. and SHREVE, S. (1991). Brownian Motion and Stochastic Calculus, 2nd ed. Springer, New York.
9. KHMALADZE, E. V. (1981). Martingale approach in the theory of goodness-of-fit. Theory Probab. Appl. 26 240-257
10. LE CAM, L. and YANG, G. L. (1990). Asymptotics in Statistics. Some Basic Concepts. Springer, New York.
11. OOSTERHOFF, J. and VAN ZWET, W. R. (1979). A note on contiguity and Hellinger distance. In Contributions to Statistics 157-166. Reidel, Dordrecht.
12. PFANZAGL, J. (1982). Contributions to a General Asymptotic Statistical Theory. Lecture Notes in Statist. 13. Springer, New York.
13. RITOV, J. and WELLNER, J. A. (1988). Censoring, Martingales and the Cox model. Contemp. Math. 80 191-220.