The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise

DOI10.1111/j.1467-9574.1994.tb01436.xzbMath0829.62053OpenAlexW2045028495MaRDI QIDQ4850101

Hartmut Milbrodt, Holger Drees

Publication date: 14 November 1995

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1994.tb01436.x

zbMATH Keywords

simulationpowerhazard ratessignal detectionunbiasednessdirectional derivativeadmissibilityBrownian motion noiseasymptotic power functionsurvival testscontour lines of power functionsKolmogorov-Smirnov test for negativity of signalsL2-generated regression modelsone-sided Renyi-testsprincipal direction of alternatives

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Markov processes: hypothesis testing (62M02)

Related Items (4)

Principal component decomposition of non-parametric tests ⋮ Regions of alternatives with high and low power for goodness-of-fit tests ⋮ Vanishing shortcoming and asymptotic relative efficiency. ⋮ Global power functions of goodness of fit tests.

Cites Work

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• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
• Gaussian measures in Banach spaces
• Comparison of tests for normality using stylized sensitivity surfaces

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