Approximation of Kolmogorov–Smirnov test statistic

DOI10.1080/17442508.2020.1844705zbMath1490.60077arXiv1802.08883OpenAlexW3099381878MaRDI QIDQ5086716

David Kalaj, Long Bai

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.08883

zbMATH Keywords

Brownian sheetGaussian fieldsKolmogorov-Smirnov testexact asymptotics

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Measures on non-separable metric spaces
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• Uniform tail approximation of homogenous functionals of Gaussian fields
• Random Fields and Geometry
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems

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