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

Abstract

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.

Keywords

• Kolmogorov-Smirnov
• two-sample
• based
• regression
• scores