Two-sample Kolmogorov–Smirnov-type tests revisited: Old and new tests in terms of local levels
重访两样本 Kolmogorov–Smirnov 型检验:局部显著性水平视角
From a multiple testing viewpoint, Kolmogorov–Smirnov (KS)-type tests are union-intersection tests which can be redefined in terms of local levels. The local level perspective offers a new viewpoint on ranges of sensitivity of KS-type tests and the design of new tests. We study the finite and asymptotic local level behavior of weighted KS tests which are either tail, intermediate or central sensitive. Furthermore, we provide new tests with approximately equal local levels…