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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 98–147
(Mi znsl6882)
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This article is cited in 1 scientific paper (total in 1 paper)
On uniform consistency of nonparametric tests
M. S. Ermakovab a Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg
b St. Petersburg State University, Mathematics and Mechanics Faculty
Abstract:
We provide necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and density (or signals in the problem of signal detection in Gaussian white noise).
Key words and phrases:
goodness of fit tests, consistency, signal detection, Cramer–von Mises tests, chi-squared tests, maxisets.
Received: 06.11.2019
Citation:
M. S. Ermakov, “On uniform consistency of nonparametric tests”, Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, POMI, St. Petersburg, 2019, 98–147
Linking options:
https://www.mathnet.ru/eng/znsl6882 https://www.mathnet.ru/eng/znsl/v486/p98
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Abstract page: | 97 | Full-text PDF : | 31 | References: | 19 |
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