Components of the 2-sided Kolmogorov Smirnov test in signal-detection problems with Gaussian white-noise

Link:
Autor/in:
Erscheinungsjahr:
1991
Medientyp:
Text
Schlagworte:
  • KOLMOGOROV SMIRNOV TEST
  • SIGNAL DETECTION PROBLEM
  • BROWNIAN MOTION
  • L2-GENERATED REGRESSION MODELS
Beschreibung:
  • The power of the Kolmogorov–Smirnov (KS) test for the occurrence of signals in signal detection problems with Gaussian white noise is investigated. Employing the approach of Milbrodt and Strasser (1990) a principal components decomposition of the curvature of the power function at the hypothesis is established and computed. This decomposition indicates that the test has reasonable power only for a small number of orthogonal directions, and shows how the test distributes its power over all alternatives. Comparisons with the powers of some alternative procedures are made.
Lizenz:
  • info:eu-repo/semantics/closedAccess
Quellsystem:
Forschungsinformationssystem der UHH

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oai:www.edit.fis.uni-hamburg.de:publications/fa0ca1c3-e8b9-4e26-9b16-deace3ef1559