Kolmogorov-Smirnov two-sample test based on regression rank scores
Applications of Mathematics, Tome 53 (2008) no. 4, pp. 297-304
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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.
DOI :
10.1007/s10492-008-0027-8
Classification :
62E20, 62G08, 62G10, 62J05
Keywords: regression rank scores; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test
Keywords: regression rank scores; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test
@article{10_1007_s10492_008_0027_8,
author = {Schindler, Martin},
title = {Kolmogorov-Smirnov two-sample test based on regression rank scores},
journal = {Applications of Mathematics},
pages = {297--304},
publisher = {mathdoc},
volume = {53},
number = {4},
year = {2008},
doi = {10.1007/s10492-008-0027-8},
mrnumber = {2433723},
zbl = {1194.62068},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-008-0027-8/}
}
TY - JOUR AU - Schindler, Martin TI - Kolmogorov-Smirnov two-sample test based on regression rank scores JO - Applications of Mathematics PY - 2008 SP - 297 EP - 304 VL - 53 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.1007/s10492-008-0027-8/ DO - 10.1007/s10492-008-0027-8 LA - en ID - 10_1007_s10492_008_0027_8 ER -
%0 Journal Article %A Schindler, Martin %T Kolmogorov-Smirnov two-sample test based on regression rank scores %J Applications of Mathematics %D 2008 %P 297-304 %V 53 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.1007/s10492-008-0027-8/ %R 10.1007/s10492-008-0027-8 %G en %F 10_1007_s10492_008_0027_8
Schindler, Martin. Kolmogorov-Smirnov two-sample test based on regression rank scores. Applications of Mathematics, Tome 53 (2008) no. 4, pp. 297-304. doi: 10.1007/s10492-008-0027-8
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