Cabaña, Alejandra Transformations of the empirical measure and Kolmogorov-Smirnov tests. (English) Zbl 0867.62038 Ann. Stat. 24, No. 5, 2020-2035 (1996). Summary: The power of Kolmogorov-Smirnov tests can be increased by transforming the empirical process into a new process that converges to a Wiener process under the null hypothesis and by choosing the transformation in such a way that some families of local alternatives become as noticeable as possible. Cited in 5 Documents MSC: 62G10 Nonparametric hypothesis testing 62G20 Asymptotic properties of nonparametric inference 62G30 Order statistics; empirical distribution functions 60G15 Gaussian processes Keywords:goodness-of-fit; power improvement; empirical process transformations; Kolmogorov-Smirnov tests; Wiener process; local alternatives × Cite Format Result Cite Review PDF Full Text: DOI