Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations
From MaRDI portal
Publication:2001260
DOI10.1007/978-3-030-04161-8_50zbMath1419.65003OpenAlexW2921485190MaRDI QIDQ2001260
Publication date: 2 July 2019
Full work available at URL: https://doi.org/10.1007/978-3-030-04161-8_50
diffusion processVolterra-type integral equationstwo-sided weighted Kolmogorov-Smirnov (wK-S) statistics
Diffusion processes (60J60) Approximations to statistical distributions (nonasymptotic) (62E17) Volterra integral equations (45D05)
Cites Work
- Unnamed Item
- Weighted Kolmogorov Smirnov testing: an alternative for Gene Set Enrichment Analysis
- Boundary element methods for potential problems
- On integral equations arising in the first-passage problem for Brownian motion
- Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
- Les fonctions aléatoires du type de Markoff associees à certaines équations linéaires aux dérivées partielles du type parabolique
- On the two-boundary first-crossing-time problem for diffusion processes
- The first-passage density of a continuous gaussian process to a general boundary
- Boundary crossing probability for Brownian motion and general boundaries
- Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests
- Approximations of boundary crossing probabilities for a Brownian motion
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
- Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
This page was built for publication: Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations
