Kolmogorov-Smirnov two-sample test based on regression rank scores
Applications of Mathematics (2008)
- Volume: 53, Issue: 4, page 297-304
- ISSN: 0862-7940
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topSchindler, Martin. "Kolmogorov-Smirnov two-sample test based on regression rank scores." Applications of Mathematics 53.4 (2008): 297-304. <http://eudml.org/doc/37785>.
@article{Schindler2008,
abstract = {We derive the two-sample Kolmogorov-Smirnov type test when a nuisance linear regression is present. The test is based on regression rank scores and provides a natural extension of the classical Kolmogorov-Smirnov test. Its asymptotic distributions under the hypothesis and the local alternatives coincide with those of the classical test.},
author = {Schindler, Martin},
journal = {Applications of Mathematics},
keywords = {regression rank scores; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test},
language = {eng},
number = {4},
pages = {297-304},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Kolmogorov-Smirnov two-sample test based on regression rank scores},
url = {http://eudml.org/doc/37785},
volume = {53},
year = {2008},
}
TY - JOUR
AU - Schindler, Martin
TI - Kolmogorov-Smirnov two-sample test based on regression rank scores
JO - Applications of Mathematics
PY - 2008
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 53
IS - 4
SP - 297
EP - 304
AB - We derive the two-sample Kolmogorov-Smirnov type test when a nuisance linear regression is present. The test is based on regression rank scores and provides a natural extension of the classical Kolmogorov-Smirnov test. Its asymptotic distributions under the hypothesis and the local alternatives coincide with those of the classical test.
LA - eng
KW - regression rank scores; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test
UR - http://eudml.org/doc/37785
ER -
References
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- Hájek, J., Šidák, Z., Theory of Rank Tests, Academia Praha (1967). (1967) MR0229351
- Jurečková, J., Tests of Kolmogorov-Smirnov type based on regression rank scores, Information Theory, Stastistical Decision Functions, Random Processes. Trans. 11th Prague Conf., Prague 1990, Vol. B J. Á. Víšek Academia & Kluwer Praha & Dordrecht (1992), 41-49. (1992)
- Koenker, R., (1978), G. Bassett, 10.2307/1913643, Econometrica 46 (1978), 33-50. (1978) MR0474644DOI10.2307/1913643
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