On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
DOI10.1214/aos/1176347764zbMath0705.62025OpenAlexW1995428035MaRDI QIDQ918070
Teresa Ledwina, Tadeusz Inglot
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347764
boundsempirical processstrong approximationmoderate deviationsLipschitz conditionquadratic statisticsKolmogorov-Smirnov testCramér-von Mises testNeyman's testchisquare testCramér-type deviationsexcessive deviationsexpansions for large deviationsKomlós-Major-Tusnády inequality
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)
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