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ON THE LIMIT DISTRIBUTION OF KOLMOGOROV-SMIRNOV STATISTICS FOR A COMPOSITE HYPOTHESIS

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Publication:3713331
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DOI10.1070/IM1985V025N03ABEH001311zbMATH Open0587.62040MaRDI QIDQ3713331FDOQ3713331

Yu. N. Tyurin

Publication date: 1985

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)




zbMATH Keywords

asymptotic expansionpercentage pointsempirical distributionlimit distributionscomposite hypothesesKolmogorov-Smirnov statisticsconditional Wiener processdifferential equation methodssupremum of Wiener process


Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Brownian motion (60J65)








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