On~the limit distribution of Kolmogorov--Smirnov statistics for a~composite hypothesis
Izvestiya. Mathematics , Tome 25 (1985) no. 3, pp. 619-646

Voir la notice de l'article provenant de la source Math-Net.Ru

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/}
}
TY  - JOUR
AU  - Yu. N. Tyurin
TI  - On~the limit distribution of Kolmogorov--Smirnov statistics for a~composite hypothesis
JO  - Izvestiya. Mathematics 
PY  - 1985
SP  - 619
EP  - 646
VL  - 25
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IM2_1985_25_3_a10/
LA  - en
ID  - IM2_1985_25_3_a10
ER  - 
%0 Journal Article
%A Yu. N. Tyurin
%T On~the limit distribution of Kolmogorov--Smirnov statistics for a~composite hypothesis
%J Izvestiya. Mathematics 
%D 1985
%P 619-646
%V 25
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/IM2_1985_25_3_a10/
%G en
%F 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/