Geodesic
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 
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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. http://geodesic.mathdoc.fr/articles/10.1007/s10492-008-0027-8/

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