1985
DOI: 10.1070/im1985v025n03abeh001311
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On the Limit Distribution of Kolmogorov-Smirnov Statistics for a Composite Hypothesis

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Cited by 5 publications
(4 citation statements)
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“…Using the Kolmogorov-Smirnov goodness-of-t test in the Tyurin modi cation [12], which is adapted to small volume samples, with the signi cance level ¬ , with the standard competing hypothesis H 1 available, we test the main statistical hypothesis H 0 that the elements of the matrix row" N , which are speci ed by equality (1.3), are the realizations of a normal random process with zero mean value. Using the Kolmogorov-Smirnov goodness-of-t test in the Tyurin modi cation [12], which is adapted to small volume samples, with the signi cance level ¬ , with the standard competing hypothesis H 1 available, we test the main statistical hypothesis H 0 that the elements of the matrix row" N , which are speci ed by equality (1.3), are the realizations of a normal random process with zero mean value.…”
Section: 5mentioning
confidence: 99%
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“…Using the Kolmogorov-Smirnov goodness-of-t test in the Tyurin modi cation [12], which is adapted to small volume samples, with the signi cance level ¬ , with the standard competing hypothesis H 1 available, we test the main statistical hypothesis H 0 that the elements of the matrix row" N , which are speci ed by equality (1.3), are the realizations of a normal random process with zero mean value. Using the Kolmogorov-Smirnov goodness-of-t test in the Tyurin modi cation [12], which is adapted to small volume samples, with the signi cance level ¬ , with the standard competing hypothesis H 1 available, we test the main statistical hypothesis H 0 that the elements of the matrix row" N , which are speci ed by equality (1.3), are the realizations of a normal random process with zero mean value.…”
Section: 5mentioning
confidence: 99%
“…The realization of the second stage is completed by verifying the adequacy of the optimal periodic trend functions f j (½ ;Â j ), j 2 f1; 2g, to the corresponding processes by the use of the Kolmogorov-Smirnov goodness-of-t test in the Tyurin modi cation [12] with the signi cance level ¬ .…”
Section: 6mentioning
confidence: 99%
“…Second, the assumption that the variance function is twice differentiable is satisfied in a great number of parametric models, so this is not a strong assumption. This is also assumed in the work of Tyurin (1985), and although not a formal assumption in the general theory of Piterbarg (1996), this differentiability is implicitly used in the calculation of the constants necessary for the asymptotic results given there.…”
Section: Lemma 1 Let Y Be the Weak Limit Of The Parametric Empiricalmentioning
confidence: 99%
“…The work of Tyurin (1985) was perhaps the first such derivation, but the focus here will be on the work of Fatalov (1992Fatalov ( , 1993 and Piterbarg (1996). The reason for this is that the theory underlying the result is quite general and has roots that are more clearly probabilistic -the work of Tyurin relies on the solution to boundary value problems and can usually only be applied in the same situations as Durbin's P g , while Fatalov's work allows one to compute probabilities not available via Durbin's or Tyurin's formulation of the solution.…”
Section: Imagine a Hypothetical Regression Of Y(s) On Y(t) Without Amentioning
confidence: 99%