A modified Kolmogorov-Smirnov test sensitive to tail alternatives

DOI10.1214/AOS/1176346259MaRDI QIDQ799053zbMATH OpenOpenAlexFDO

Authors David M. Mason, John H. Schuenemeyer

Publication date 1983

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346259

zbMATH Keywords

sensitivityfinite sample propertiesconsistency propertiesheavy tail alternativeslight tail alternativesmodified Kolmogorov-Smirnov testTables of critical valuesweighted empirical distributionsRényi tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistical tables (62Q05)

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• Sensitivity analysis: a review of recent advances
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• Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process

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