The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise

DOI10.1111/J.1467-9574.1994.TB01436.XMaRDI QIDQ4850101zbMATH OpenOpenAlexFDO

Authors Holger Drees, Hartmut Milbrodt

Publication date 14 November 1995

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1994.tb01436.x

zbMATH Keywords

powersimulationunbiasednessdirectional derivativeadmissibilitysignal detectionhazard ratesasymptotic power functionsurvival testsBrownian motion noisecontour lines of power functionsKolmogorov-Smirnov test for negativity of signalsL2-generated regression modelsone-sided Renyi-testsprincipal direction of alternatives

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Markov processes: hypothesis testing (62M02) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Recommendations

• Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
• On preferences of general two-sided tests with applications to Kolmogorov–Smirnov-type tests
• Generalization of the Kolmogorov--Smirnov test
• On the asymptotic power of the two-sided Kolmogorov-Smirnov test

Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 469390 (Why is no real title available?)
• Comparison of tests for normality using stylized sensitivity surfaces
• Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
• Gaussian measures in Banach spaces
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory

Cited in

(5)

• Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
• Principal component decomposition of non-parametric tests
• Global power functions of goodness of fit tests.
• Vanishing shortcoming and asymptotic relative efficiency.
• Regions of alternatives with high and low power for goodness-of-fit tests

This page was built for publication: The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4850101)