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Weighted Kolmogorov-Smirnov test: accounting for the tails
Goodness-of-Fit tests Kolmogorov-Smirnov Survival probability Particle in a box
2012/9/14
Accurate Goodness of Fit tests for the extreme tails of empirical distributions is a very im-portant issue, relevant in many contexts, including geophysics, insurance and finance. We have derived exac...