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Transformations of the empirical measure and Kolmogorov-Smirnov tests. (English) Zbl 0867.62038

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.

MSC:

62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference
62G30 Order statistics; empirical distribution functions
60G15 Gaussian processes
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