Asymptotics of goodness-of-fit tests based on minimum p-value statistics

DOI10.1080/03610926.2015.1041985MaRDI QIDQ2978997zbMATH OpenOpenAlexFDO

Authors Veronika Gontscharuk, Helmut Finner

Publication date 2 May 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1041985

zbMATH Keywords

equal local levelsgoodness-of-fithigher criticismKolmogorov-Smirnov testminimum level attainedorder statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Empirical Processes with Applications to Statistics
• Feature selection by higher criticism thresholding achieves the optimal phase diagram
• Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• Goodness-of-fit tests via phi-divergences
• Higher criticism for detecting sparse heterogeneous mixtures.
• On the almost sure coverage property of Voronoi tessellation: the ℝ¹ case
• Properties of higher criticism under strong dependence
• The asymptotic distribution of the suprema of the standardized empirical processes
• The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
• The intermediates take it all: asymptotics of higher criticism statistics and a powerful alternative based on equal local levels

Cited in

(9)

• On the asymptotics of a normal beta-transformed empirical process
• Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels
• On the asymptotic distribution of the scan statistic for empirical distributions
• Beyond HC: more sensitive tests for rare/weak alternatives
• Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
• On the exact Berk-Jones statistics and their p-value calculation
• High precision implementation of Steck's recursion method for use in goodness-of-fit tests
• scientific article; zbMATH DE number 4197174 (Why is no real title available?)
• One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests

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