Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives

DOI10.1016/0047-259X(76)90022-1zbMath0339.62035MaRDI QIDQ1231358

Georg Neuhaus

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20)

Related Items (28)

Generalized spectral tests for the martingale difference hypothesis ⋮ On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test ⋮ Weighted Cramér-von Mises Test with Estimated Parameters ⋮ An automatic portmanteau test for serial correlation ⋮ Testing semiparametric conditional moment restrictions using conditional martingale transforms ⋮ Principal component decomposition of non-parametric tests ⋮ Nonparametric model checks for regression ⋮ A consistent goodness-of-fit test for huge dimensional and functional data ⋮ On some one-sided tests in the two-sample problem ⋮ A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables ⋮ The minimum distance method of testing ⋮ Cramer-von Mises tests for independence ⋮ Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise ⋮ On the admissibility of stable spherical multivariate tests ⋮ Data driven versions of neyman's test for uniformity based on bayesian rule ⋮ Testing distributional assumptions using a continuum of moments ⋮ ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS ⋮ Power maps in goodness-of-fit testing ⋮ Kernel-transformed empirical processes ⋮ On netman-type smooth tests of fit ⋮ Goodness of Fit Test and Latent Distribution Estimation in the Mixed Rasch Model ⋮ Regions of alternatives with high and low power for goodness-of-fit tests ⋮ Intermediate efficiency of some weighted goodness-of-fit statistics ⋮ Goodness-of-fit tests for functional data ⋮ Vanishing shortcoming and asymptotic relative efficiency. ⋮ Global power functions of goodness of fit tests. ⋮ Linear signed rank tests for hultivariate location ⋮ On the asymptotic power of the two-sided Kolmogorov-Smirnov test

Cites Work

• Weak convergence of the sample distribution function when parameters are estimated
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
• Certain Chi-Square Type Tests for Continuous Distributions
• Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
• The Cramer-Smirnov Test in the Parametric Case
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