Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics (Q6170541)

scientific article; zbMATH DE number 7711797

Language	Label	Description	Also known as
English	Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics	scientific article; zbMATH DE number 7711797

Statements

instance of

scholarly article

0 references

title

Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics (English)

0 references

arXiv ID

2009.04954

0 references

DOI

10.1016/j.csda.2023.107769

0 references

author

Amit Moscovich

0 references

published in

Computational Statistics and Data Analysis

0 references

publication date

13 July 2023

0 references

full work available at URL

https://arxiv.org/abs/2009.04954

0 references

Mathematics Subject Classification ID

0 references

0 references

continuous goodness-of-fit

0 references

higher criticism

0 references

stochastic process

0 references

boundary crossing

0 references

hypothesis testing

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism

0 references

Detection of sparse positive dependence

0 references

An almost optimal algorithm for unbounded searching

0 references

Goodness-of-fit test statistics that dominate the Kolmogorov statistics

0 references

Polynomial structures in order statistics distributions

0 references

On double-boundary non-crossing probability for a class of compound processes with applications

0 references

Exact computation for some sequential tests

0 references

Higher criticism for detecting sparse heterogeneous mixtures.

0 references

Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test

0 references

Q5684085

0 references

The asymptotic distribution of the suprema of the standardized empirical processes

0 references

Q5567523

0 references

Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels

0 references

Optimal distribution-free confidence bands for a distribution function

0 references

Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test

0 references

Exact Power of Goodness-of-Fit Tests of Kolmogorov Type for Discontinuous Distributions

0 references

Two-sided exit problems in the ordered risk model

0 references

Comparing distributions by multiple testing across quantiles or CDF values

0 references

The intermediates take it all: Asymptotics of higher criticism statistics and a powerful alternative based on equal local levels

0 references

Innovated higher criticism for detecting sparse signals in correlated noise

0 references

The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals

0 references

Q5326947

0 references

Goodness-of-fit tests via phi-divergences

0 references

Calculation of noncrossing probabilities for Poisson processes and its corollaries

0 references

Q4751798

0 references

On Computing the Probability of an Empirical Process not Crossing a Curvilinear Boundary

0 references

Higher criticism: \(p\)-values and criticism

0 references

A modified Kolmogorov-Smirnov test sensitive to tail alternatives

0 references

Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses

0 references

Exceedance control of the false discovery proportion via high precision inversion method of berk-Jones statistics

0 references

A novel exact method for significance of higher criticism via Steck's determinant

0 references

Fast calculation of boundary crossing probabilities for Poisson processes

0 references

On the exact Berk-Jones statistics and their \(p\)-value calculation

0 references

The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics

0 references

The Calculation of Distributions of Kolmogorov-Smirnov Type Statistics Including a Table of Significance Points for a Particular Case

0 references

Nonparametric Likelihood Confidence Bands for a Distribution Function

0 references

Beyond HC: more sensitive tests for rare/weak alternatives

0 references

Q5287558

0 references

On the theory of order statistics

0 references

Exact calculations for false discovery proportion with application to least favorable configura\-tions

0 references

Efficient calculation of the joint distribution of order statistics

0 references

Empirical Processes with Applications to Statistics

0 references

Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions

0 references

A Study of Periodograms Standardized Using Training Datasets and Application to Exoplanet Detection

0 references

High precision implementation of Steck's recursion method for use in goodness-of-fit tests

0 references

Q4473018

0 references

Confidence regions and tests for a change-point in a sequence of exponential family random variables

0 references

Distributions and Power of Optimal Signal-Detection Statistics in Finite Case

0 references

The general goodness-of-fit tests for correlated data

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6170541