On large deviations of Kolmogorov-Smirnov-Renyi type statistics

On Some Results and Problems in Connection with Statistics of the Kolmogorov-smirnov Type

Since Kolmogorov and Smirnov established their limiting distribution theorems concerning maximal deviations between empirical and theoretical distributions, an increasing amount of scientific work has been done by statisticians in this field. Practical importance and theoretical interest give the motivation. Researchers have worked on distribution laws, power considerations and the limiting pro...

Assessment of nonlinear dynamic models by Kolmogorov-Smirnov statistics

Model assessment is a fundamental problem in science and engineering and it addresses the question of the validity of a model in the light of empirical evidence. In this paper, we propose a method for the assessment of dynamic nonlinear models based on empirical and predictive cumulative distributions of data and the Kolmogorov–Smirnov statistics. The technique is based on the generation of dis...

Sure Invariance Principle for Multivariate Kolmogorov - Smirnov Statistics

Signal Time of Arrival based on the Kolmogorov-Smirnov Test

The algorithm takes as input a vector of data values which contains an initial segment of noise followed by the arrival of a signal. The algorithm returns an estimate of the time of arrival of the signal along with a binary random variable conf indicating the credibility of the estimate: conf = 1 indicating a level of confidence, conf = 0 indicating no confidence in the estimate. For the purpos...

Kolmogorov-Smirnov Test for Interval Data

In this paper, we are interested in extending the classical KolmogorovSmirnov homogeneity test to compare two samples of interval-valued observed measurements. In such a case, the test result is interval-valued, and one major difficulty is to find the bounds of this set. We propose a very efficient computational method for approximating these bounds by using a p-box (pairs of upper and lower cu...