On preferences of general two-sided tests with applications to Kolmogorov–Smirnov-type tests

DOI10.1524/STND.21.2.149.19004zbMATH Open1040.62033OpenAlexW2047768219MaRDI QIDQ4459754FDOQ4459754

Authors: Jörg Rahnenführer 

Publication date: 18 May 2004

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.21.2.149.19004

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zbMATH Keywords

asymptotic relative efficiencyKolmogorov-Smirnov testGaussian shiftssignal detection problempower bounds

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric hypothesis testing (62G10) Asymptotic properties of parametric tests (62F05) Applications of functional analysis in probability theory and statistics (46N30) Detection theory in information and communication theory (94A13)

Cited In (5)

• Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels
• Regions of alternatives with high and low power for goodness-of-fit tests
• Principal component decomposition of non-parametric tests
• Power of a class of goodness-of-fit tests. I
• On the asymptotic power of the two-sided Kolmogorov-Smirnov test

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