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  • 标题:Combining Generalized Kolmogorov-smirnov Tests
  • 本地全文:下载
  • 作者:Erhard Reschenhofer .
  • 期刊名称:Interstat
  • 印刷版ISSN:1941-689X
  • 出版年度:2008
  • 期号:JUN
  • 出版社:Virginia Tech
  • 摘要:

    We introduce a new frequency domain test of white noise that is designed for distinctive, possibly multimodal alternatives. It is obtained by combining a small number of individual tests that complement one another. Each of the individual tests used as building blocks for the combined test has very high power for a particular class of alternatives. The different classes of alternatives are characterized by the number of peaks and troughs in the spectrum. Simulations show that the combined test is very competitive over a wide range of alternatives

  • 关键词:Kolmogorov-Smirnov Tests;Frequency Domain;White Noises
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