Approximation of Kolmogorov-Smirnov Test Statistics
Probability
2018-02-27 v1
Abstract
Motivated by the weak limit of the Kolmogorov-Smirnov test statistics, in this contribution, we concern the asymptotics of \begin{align*} \mathbb{P}\left\{\sup_{\boldsymbol{x}\in [0,1]^n}\left(W(\boldsymbol{x})\Big| W(\boldsymbol{1})=w\right)>u\right\}, \ w\in\mathbb{R}, \end{align*} for large where is the multivariate Brownian sheet based on a distribution function . The results related to general are investigated and some important examples are also showed.
Cite
@article{arxiv.1802.08883,
title = {Approximation of Kolmogorov-Smirnov Test Statistics},
author = {Long Bai and David Kalaj},
journal= {arXiv preprint arXiv:1802.08883},
year = {2018}
}
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27 page