Kolmogorov-Smirnov two-sample test based on regression rank scores

被引：0

作者：

Martin Schindler

机构：

[1] Charles University in Prague,Faculty of Mathematics and Physics, Department of Probability and Statistics

[2] Technical University in Liberec,undefined

来源：

Applications of Mathematics | 2008年 / 53卷

关键词：

regression rank scores; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：297 / 304

页数：7

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