A modified Kolmogorov-Smirnov test sensitive to tail alternatives
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Publication:799053
DOI10.1214/aos/1176346259zbMath0547.62028OpenAlexW2011194241MaRDI QIDQ799053
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
sensitivityfinite sample propertiesconsistency propertiesheavy tail alternativeslight tail alternativesmodified Kolmogorov-Smirnov testRényi testsTables of critical valuesweighted empirical distributions
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistical tables (62Q05)
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