Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; … - In: Statistics & Probability Letters 66 (2004) 2, pp. 105-115
Given a Brownian bridge B0 with trend g:[0,1]--[0,[infinity]), Y(z)=g(z)+B0(z),z[set membership, variant][0,1],we are interested in testing H0:g[reverse not equivalent]0 against the alternative K:g0. For this test problem we study weighted Kolmogorov testswhere c0 is a suitable constant and...