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http://hdl.handle.net/2445/151977
Title: | Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions |
Author: | Cabaña, Alejandra Cabaña, E. M. |
Keywords: | Estadística no paramètrica Anàlisi asimptòtica Tests d'hipòtesi (Estadística) Processos gaussians Universitat de Barcelona. Institut de Matemàtica |
Issue Date: | 1996 |
Publisher: | Universitat de Barcelona |
Series/Report no: | Mathematics Preprint Series; 208 |
Abstract: | A general way of constructing classes of goodness-of-fit tests for multivariate samples is presented. These tests are based on a random signed measure that plays the same role as the empirical process in the construction of the classical Kolmogorov-Smirnov tests. The resulting tests are consistent against any fixed alternative, and, for each sequence of contiguous alternatives, a test in each class can be chosen so as to optimize the discrimination of those alternatives. |
Note: | Preprint enviat per a la seva publicació en una revista científica: The Annals of Statistics. Volume 25, Number 6 (1997), 2388-2409. [https://projecteuclid.org/euclid.aos/1030741078] |
Note: | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.4] |
URI: | http://hdl.handle.net/2445/151977 |
Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
File | Description | Size | Format | |
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MPS_N208.pdf | 886.43 kB | Adobe PDF | View/Open |
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