On uniform consistency of nonparametric tests II

2020/04/15 by Mikhail Ermakov, Ermakov, Mikhail
Computer Science · Mathematics · Decision Sciences · #Statistical and Computational Modeling #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring

paper · pdf · doi:10.48550/arxiv.2004.07039

Abstract

For Kolmogorov test we find natural conditions of uniform consistency of sets of alternatives approaching to hypothesis. Sets of alternatives can be defined both in terms of distribution functions and in terms of densities.

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