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Keywords:
regression rank scores; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test
regression rank scores; Kolmogorov-Smirnov test; two sample problem; Cramér-von Mises test
Summary:
We derive the two-sample Kolmogorov-Smirnov type test when a nuisance linear regression is present. 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.
References:
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