Principal component decomposition of non-parametric tests

نویسنده

  • Arnold Janssen
چکیده

Let ~o denote an arbitrary non-parametric unbiased test for a Gaussian shift given by an infinite dimensional parameter space. Then it is shown that the curvature of its power function has a principal component decomposition based on a Hilbert Schmidt operator. Thus every test has reasonable curvature only for a finite number of orthogonal directions of alternatives. As application the two-sided Kolmogorov-Smirnov goodnessof-fit test is treated. We obtain lower bounds for their local asymptotic relative efficiency. They converge to one as c~$0 for the direction ho(u) = sign(2u 1) of the gradient of the median test. These results are analogous to earlier results of Hfijek and Sidfik for one-sided Kolmogorov Smirnov tests.

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تاریخ انتشار 2005