Weighted Kolmogorov-Smirnov test: Accounting for the tails

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 86, Issue 4, 2012, Pages

  Chicheportiche, Rémy ^a,b   Bouchaud, Jean Philippe ^a  

^a Capital Fund Management   (France)

^b ECOLE CENTRALE PARIS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EMPIRICAL DISTRIBUTIONS; GOODNESS-OF-FIT TEST; KOLMOGOROV-SMIRNOV TEST; LIMIT SOLUTION;

CONDENSED MATTER PHYSICS;

PHYSICS;

EID: 84867444387     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.86.041115     Document Type: Article

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