On uniform consistency of nonparametric tests I

03/12/2020
by   Mikhail Ermakov, et al.
0

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 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 χ^2-tests with increasing number of cells, Cramer-von Mises tests, tests generated L_2- norms of kernel estimators and tests generated quadratic forms of estimators of Fourier coefficients.

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