On~the limit distribution of Kolmogorov--Smirnov statistics for a~composite hypothesis
Izvestiya. Mathematics , Tome 25 (1985) no. 3, pp. 619-646
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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.
@article{IM2_1985_25_3_a10,
author = {Yu. N. Tyurin},
title = {On~the limit distribution of {Kolmogorov--Smirnov} statistics for a~composite hypothesis},
journal = {Izvestiya. Mathematics },
pages = {619--646},
publisher = {mathdoc},
volume = {25},
number = {3},
year = {1985},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IM2_1985_25_3_a10/}
}
Yu. N. Tyurin. On~the limit distribution of Kolmogorov--Smirnov statistics for a~composite hypothesis. Izvestiya. Mathematics , Tome 25 (1985) no. 3, pp. 619-646. http://geodesic.mathdoc.fr/item/IM2_1985_25_3_a10/