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Mathematics of the USSR-Izvestiya, 1985, Volume 25, Issue 3, Pages 619–646
DOI: https://doi.org/10.1070/IM1985v025n03ABEH001311 (Mi im1520) 		 
This article is cited in 5 scientific papers (total in 5 papers)

On the limit distribution of Kolmogorov–Smirnov statistics for a composite hypothesis

Yu. N. Tyurin
English version PDF (1184 kB) Citations (5)
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DOI: https://doi.org/10.1070/IM1985v025n03ABEH001311
Abstract: By differential equation methods the author finds a complete asymptotic expansion for the probability of overshooting a high level of a conditional Wiener process given on an interval. These results are used to compute approximate values of percentage points for Kolmogorov–Smirnov statistics in the case of a composite hypothesis. A comparison between the results thus calculated and tabular values is carried out for a number of distributions.
Bibliography: 19 titles.
Received: 13.06.1984
Russian version:
Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya, 1984, Volume 48, Issue 6, Pages 1314–1343
Bibliographic databases:
UDC: 519.234.33
MSC: Primary 62E20, 63G30; Secondary 60J65
Language: English
Original paper language: Russian
Citation: Yu. N. Tyurin, “On the limit distribution of Kolmogorov–Smirnov statistics for a composite hypothesis”, Izv. Akad. Nauk SSSR Ser. Mat., 48:6 (1984), 1314–1343; Math. USSR-Izv., 25:3 (1985), 619–646
Citation in format AMSBIB
\Bibitem{Tyu84}
\by Yu.~N.~Tyurin
\paper On~the limit distribution of Kolmogorov--Smirnov statistics for a~composite hypothesis
\jour Izv. Akad. Nauk SSSR Ser. Mat.
\yr 1984
\vol 48
\issue 6
\pages 1314--1343
\mathnet{http://mi.mathnet.ru/im1520}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=772118}
\zmath{https://zbmath.org/?q=an:0587.62040|0571.62009}
\transl
\jour Math. USSR-Izv.
\yr 1985
\vol 25
\issue 3
\pages 619--646
\crossref{https://doi.org/10.1070/IM1985v025n03ABEH001311}
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  • https://www.mathnet.ru/eng/im/v48/i6/p1314
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
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    Abstract page:869
    Russian version PDF:329
    English version PDF:12
    References:79
    First page:3
     
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