On the asymptotic power of the two-sided Kolmogorov-Smirnov test

DOI10.1016/0378-3758(90)90091-8zbMath0728.62049MaRDI QIDQ805108

Hartmut Milbrodt, Helmut Strasser

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90091-8

zbMATH Keywords

Brownian bridge; orthogonal series; empirical distribution function; asymptotic power; goodness of fit tests; Anderson-Darling test; Neyman's smooth test; Cramer-von Mises test; curvature of the optimal power function; directions of deviations; EDF tests; higher-dimensional alternatives; local efficiencies; principal components decomposition of the curvature; spectral theory of compact operators; tangent space of directions of alternatives; two- sided one-sample Kolmogorov-Smirnov test

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62F05: Asymptotic properties of parametric tests

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Uses Software

• AS 155

Cites Work

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