The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise
DOI10.1111/J.1467-9574.1994.TB01436.XzbMATH Open0829.62053OpenAlexW2045028495MaRDI QIDQ4850101FDOQ4850101
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
Recommendations
- Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
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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
Nonparametric hypothesis testing (62G10) Markov processes: hypothesis testing (62M02) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)
Cites Work
- Gaussian measures in Banach spaces
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
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- Title not available (Why is that?)
- 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
Cited In (5)
- Global power functions of goodness of fit tests.
- Regions of alternatives with high and low power for goodness-of-fit tests
- Vanishing shortcoming and asymptotic relative efficiency.
- Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
- Principal component decomposition of non-parametric tests
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