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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2019 Volume 486, Pages 98–147 (Mi znsl6882)

This article is cited in 1 paper

On uniform consistency of nonparametric tests

M. S. Ermakovab

a Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg
b St. Petersburg State University, Mathematics and Mechanics Faculty

Abstract: We provide 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 density (or signals in the problem of signal detection in Gaussian white noise).

Key words and phrases: goodness of fit tests, consistency, signal detection, Cramer–von Mises tests, chi-squared tests, maxisets.

UDC: 519.2

Received: 06.11.2019



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