The Kolmogorov-Smirnov, Cramer-von Mises Tests
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Publication:3250951
DOI10.1214/AOMS/1177706788zbMATH Open0082.13602OpenAlexW2078136197MaRDI QIDQ3250951FDOQ3250951
Authors: Donald A. Darling
Publication date: 1957
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177706788
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- Different EDF goodness-of-fit tests for competing risks models
- Goodness-of-fit test for randomly censored data based on maximum correlation
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- Revisiting the estimation of the error density in functional autoregressive models
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- Goodness-of-fit tests based on the empirical characteristic function
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- A new framework for distance and kernel-based metrics in high dimensions
- On the invariance principle for U-statistics
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- Consistent Screening Procedures in High-dimensional Binary Classification
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- Comparative analysis of the powers of the two-sample Kolmogorov-Smirnov and Anderson-Darling tests under various alternatives
- Tumor width on T1-weighted MRI images of glioblastoma as a prognostic biomarker: a mathematical model
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- On the Cramér-von Mises test with parametric hypothesis for Poisson processes
- An omnibus test for the two-sample problem using the empirical characteristic function
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