Transformed Empirical Processes and Modified Kolmogorov-Smirnov tests for Multivariate Distributions.

A. Cabaña, E. M. Cabaña

Research output: Contribution to journalArticleResearchpeer-review

17 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)2338-2409
Number of pages22
JournalAnnals of Statistics
Volume25
Issue number6
DOIs
Publication statusPublished - 1 Jan 1997

Keywords

  • Goodness-of-fit
  • Power improvement
  • TEPs

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