On the asymptotic power of some k-sample statistics based on the multivariate empirical process

DOI10.1016/0047-259X(79)90078-2zbMath0409.62045MaRDI QIDQ1259117

Murray D. Burke

Publication date: 1979

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

zbMATH Keywords

Asymptotic PowerK-Sample StatisticsKolmogorov-Smirnov StatisticsMultitime Parameter Gaussian ProcessesMultivariate Empirical Process

Mathematics Subject Classification ID

Gaussian processes (60G15) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Characterization and structure theory of statistical distributions (62E10) Non-Markovian processes: hypothesis testing (62M07)

Related Items

\(K\)-sample problem using strong approximations of empirical copula processes ⋮ Comparing a large number of multivariate distributions ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests

Cites Work

• Strong approximations of the quantile process
• On the multivariate two-sample problem using strong approximations of the EDF
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• On the Asymptotic Power of the One-Sample Kolmogorov-Smirnov Tests