A modified Kolmogorov-Smirnov test sensitive to tail alternatives
DOI10.1214/AOS/1176346259zbMATH Open0547.62028OpenAlexW2011194241MaRDI QIDQ799053FDOQ799053
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
Recommendations
sensitivityfinite sample propertiesconsistency propertiesheavy tail alternativeslight tail alternativesmodified Kolmogorov-Smirnov testTables of critical valuesweighted empirical distributionsRényi tests
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistical tables (62Q05)
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- Generalised K-S confidence regions: some exact results
- On the asymptotic power of the two-sided Kolmogorov-Smirnov test
- Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic
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