English

On uniform consistency of nonparametric tests I

Statistics Theory 2020-09-01 v6 Statistics Theory

Abstract

We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and in terms of density (or signals in the problem of signal detection in Gaussian white noise). In this part of paper such conditions are provided for χ2\chi^2-tests with increasing number of cells, Cramer-von Mises tests, tests generated L2\mathbb{L}_2- norms of kernel estimators and tests generated quadratic forms of estimators of Fourier coefficients.

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Cite

@article{arxiv.2003.05619,
  title  = {On uniform consistency of nonparametric tests I},
  author = {Mikhail Ermakov},
  journal= {arXiv preprint arXiv:2003.05619},
  year   = {2020}
}

Comments

42 pages. arXiv admin note: text overlap with arXiv:1807.09076

R2 v1 2026-06-23T14:12:25.122Z