The Kolmogorov-Smirnov, Cramer-von Mises Tests
From MaRDI portal
Publication:3250951
DOI10.1214/aoms/1177706788zbMath0082.13602OpenAlexW2078136197MaRDI QIDQ3250951
Publication date: 1957
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177706788
Related Items (70)
On Wald Residuals in Generalized Linear Models ⋮ Consistent Screening Procedures in High-dimensional Binary Classification ⋮ A Consistent Test for Multivariate Conditional Distributions ⋮ Bounded probability properties of Kolmogorov-Smirnov and similar statistics for discrete data ⋮ A NEW TEST OF UNIFORMITY BASED ON OVERLAPPING SAMPLE SPACINGS ⋮ Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems ⋮ CVaR distance between univariate probability distributions and approximation problems ⋮ On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator ⋮ Permutation testing for goodness-of-fit and stochastic ordering with multivariate mixed variables ⋮ A Karhunen-Loève expansion for a mean-centered Brownian bridge ⋮ Quantifying the uncertainty of a belief net response: Bayesian error-bars for belief net inference ⋮ Studying the power of the two-sample Anderson-Darling test in the case of contamination of one sample ⋮ Goodness-of-fit tests based on the empirical characteristic function ⋮ A combinatorial theorem related to comparisons of empirical distribution functions ⋮ An omnibus test for the two-sample problem using the empirical characteristic function ⋮ Four-decision tests for stochastic dominance, with an application to environmental psychophysics ⋮ Entropy-based pivotal statistics for multi-sample problems in planar shape ⋮ The conditional spacings and their stochastic properties ⋮ Modeling statistic distributions for nonparametric goodness-of-fit criteria for testing complex hypotheses with respect to the inverse Gaussian law ⋮ On the invariance principle for U-statistics ⋮ Different EDF goodness-of-fit tests for competing risks models ⋮ A mutual information-basedk-sample test for discrete distributions ⋮ Revisiting the estimation of the error density in functional autoregressive models ⋮ A study of the analysis and control of the flow of air traffic: Part III ⋮ Exact change point detection with improved power in small‐sample binomial sequences ⋮ Bahadur efficiency of EDF based normality tests when parameters are estimated ⋮ On the Cramér-von Mises test with parametric hypothesis for Poisson processes ⋮ Asymptotic normality of Gini correlation in high dimension with applications to the \(K\)-sample problem ⋮ On conditional spacings and their properties under coherent system setting ⋮ Balanced random interval arithmetic in market model estimation ⋮ Comparative analysis of the powers of the two-sample Kolmogorov-Smirnov and Anderson-Darling tests under various alternatives ⋮ Testing the difference between two Kolmogorov–Smirnov values in the context of receiver operating characteristic curves ⋮ Goodness of fit tests for a class of Markov random field models ⋮ Correlation dimension and integral do not predict epileptic seizures ⋮ Karhunen-Loève expansion for a generalization of Wiener bridge ⋮ Universal residuals: a multivariate transformation ⋮ Performing hypothesis tests on the shape of functional data ⋮ Inference on functionals under first order degeneracy ⋮ Minimally Selected P and Other Tests for A Single Abrupt Changepoint in A Binary Sequence ⋮ Goodness-of-fit test for randomly censored data based on maximum correlation ⋮ A weighted cramér-von mises statistic, with some applications to clinical trials ⋮ Power of tests of normality for detecting scale contaminated normal samples ⋮ A limit theorem for measurable random processes and its applications ⋮ Hardware simulation of semi-Markov and related processes. I: A versatile generator ⋮ A model of Poissonian interactions and detection of dependence ⋮ A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables ⋮ Generalized runs tests for the IID hypothesis ⋮ Multivariate goodness-of-fit tests based on kernel density estimators ⋮ Goodness of fit tests via exponential series density estimation ⋮ On exact probabilities of some generalized Kolmogorov's \(D\)-statistics ⋮ Estimation of the transition distributions of a Markov renewal process ⋮ Models of Statistic Distributions of Nonparametric Goodness-of-Fit Tests in Composite Hypotheses Testing for Double Exponential Law Cases ⋮ Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data ⋮ A rank-based Cramér-von-Mises-type test for two samples ⋮ Tan-G class of trigonometric distributions and its applications ⋮ Kolmogorov-Smirnov test in life test ⋮ A new framework for distance and kernel-based metrics in high dimensions ⋮ A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS ⋮ Tumor width on T1-weighted MRI images of glioblastoma as a prognostic biomarker: a mathematical model ⋮ Assessing dynamic covariate effects with survival data ⋮ Tables of the cramér-von mises distributions ⋮ Accuracy limitations and the measurement of errors in the stochastic simulation of chemically reacting systems ⋮ Über die Anzahl von Zufallspunkten mit typ-gleichem nächsten Nachbarn und einen multivariaten Zwei-Stichproben-Test ⋮ Extended and updated tables for the Friedman rank test ⋮ On the Sin-G class of distributions: theory, model and application ⋮ Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics ⋮ Non-unbiasedness of Cramér-von Mises test ⋮ The Power to See: A New Graphical Test of Normality ⋮ Testing exponentiality using mean residual quantile function ⋮ Some goodness of fit tests for exponential distributions
This page was built for publication: The Kolmogorov-Smirnov, Cramer-von Mises Tests