A Modified Kolmogorov-Smirnov Test Sensitive to Tail Alternatives
Work
Year: 1983
Type: article
Abstract: It is well known that the Kolmogorov-Smirnov (K-S) test exhibits poor sensitivity to deviations from the hypothesized distribution that occur in the tails. A modified version of the K-S test is introd... more
Source: The Annals of Statistics
Authors David M. Mason, John H. Schuenemeyer
Cites: 19
Cited by: 106
Related to: 10
FWCI: 1.657
Citation percentile (by year/subfield): 95.31
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal No poverty
Open Access status: bronze