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Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities.

Nino KordzakhiaAlexander NovikovBernard Ycart
Published in: Stat. Comput. (2017)
Keyphrases
  • kolmogorov smirnov
  • user satisfaction
  • goodness of fit
  • probability distribution
  • test statistic
  • transition probabilities
  • monte carlo
  • information theoretic
  • closed form
  • marginal distributions
  • large deviations