On asymptotic minimaxity of Kolmogorov and omega-square tests

DOI10.1016/0167-7152(95)00224-3zbMath0902.62054OpenAlexW2047189632MaRDI QIDQ1129423

Mikhail Sergeevich Ermakov

Publication date: 14 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00224-3

zbMATH Keywords

large deviationsBahadur efficiencyasymptotic minimaxityKolmogorov testHodges-Lehmann efficiencyomega square tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Probabilities of large deviations of type II errors for tests of Kolmogorov and omega-square types

Cites Work

• On differentiable functionals
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Large deviation theorems for empirical probability measures
• Large deviations of goodness of fit statistics and linear combinations of order statistics
• Asymptotically normal families of distributions and efficient estimation
• On asymptotic minimaxity of rank tests
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• Remarks on Large Deviations for the $\omega ^2 $ Statistics
• On a Non-Parametric Analogue of the Information Matrix
• Exact Bahadur Efficiencies for the Kolmogorov-Smirnov and Kuiper One- and Two-Sample Statistics
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